+221.6%
ACWI vs ITOT
+286.7%
-65.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -0.2% | -0.5% | +0.4% | +0.3% |
| 30D | -3.3% | -3.4% | +0.1% | -0.2% |
| 3M | -3.4% | -3.1% | -0.3% | -0.6% |
| 6M | +0.8% | +2.2% | -1.4% | -1.1% |
| YTD | +10.7% | +11.0% | -0.3% | +0.8% |
| 1Y | +11.6% | +11.4% | +0.2% | +1.3% |
| 3Y | +73.4% | +76.4% | -3.0% | +3.3% |
| 5Y | +60.2% | +65.1% | -4.9% | +1.0% |
| 10Y | +221.6% | +287.4% | -65.8% | -8.0% |
| All | +221.6% | +286.7% | -65.1% | -8.0% |
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