+89.4%
EWZ vs ITOT
+303.4%
-214.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.8% |
| 7D | +0.9% | -0.9% | +1.8% | +1.8% |
| 30D | +12.8% | -1.5% | +14.2% | +14.4% |
| 3M | +10.8% | +3.6% | +7.2% | +6.6% |
| 6M | +2.5% | +13.7% | -11.2% | -10.4% |
| YTD | +21.4% | +12.9% | +8.4% | +6.9% |
| 1Y | +32.8% | +17.2% | +15.6% | +12.4% |
| 3Y | +45.2% | +75.6% | -30.4% | -22.1% |
| 5Y | +63.0% | +75.5% | -12.5% | -14.8% |
| All | +89.4% | +303.4% | -214.1% | -66.8% |
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