+35.3%
EWZ vs ITOT
+16.9%
+18.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.9% |
| 7D | +1.1% | -2.0% | +3.2% | +3.1% |
| 30D | +13.5% | -2.0% | +15.4% | +15.6% |
| 3M | +15.2% | +4.5% | +10.7% | +9.7% |
| 6M | +3.7% | +12.6% | -8.9% | -9.5% |
| YTD | +22.5% | +12.0% | +10.5% | +7.6% |
| 1Y | +35.3% | +17.3% | +18.0% | +14.4% |
| All | +35.3% | +16.9% | +18.3% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling