+225.2%
ACWI vs ITOT
+287.5%
-62.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +2.4% | +2.5% | 0.0% | +0.2% |
| 30D | -1.7% | -1.7% | 0.0% | -0.1% |
| 3M | -3.9% | -3.4% | -0.6% | -0.9% |
| 6M | +0.8% | +2.1% | -1.3% | -1.1% |
| YTD | +11.0% | +11.5% | -0.4% | +0.7% |
| 1Y | +13.1% | +13.6% | -0.5% | +0.8% |
| 3Y | +73.9% | +77.2% | -3.3% | +3.2% |
| 5Y | +59.0% | +64.4% | -5.3% | +0.7% |
| All | +225.2% | +287.5% | -62.3% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling