+3,045.2%
ASX vs ITOT
+896.7%
+2,148.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | +2.0% | 0.0% | +2.0% | +2.0% |
| 3M | -1.3% | +2.0% | -3.3% | -2.1% |
| 6M | +71.4% | +13.0% | +58.4% | +52.7% |
| YTD | +135.3% | +14.0% | +121.4% | +108.1% |
| 1Y | +267.5% | +19.9% | +247.6% | +208.3% |
| 3Y | +388.5% | +75.8% | +312.7% | +177.2% |
| 5Y | +417.1% | +73.8% | +343.2% | +203.3% |
| 10Y | +872.7% | +295.9% | +576.8% | +142.9% |
| All | +3,045.2% | +896.7% | +2,148.5% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling