+414.4%
EWZ vs ITOT
+896.7%
-482.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.3% |
| 7D | +6.5% | +0.1% | +6.4% | +6.3% |
| 30D | +4.8% | 0.0% | +4.8% | +4.8% |
| 3M | +9.9% | +2.0% | +7.9% | +6.8% |
| 6M | +1.9% | +13.0% | -11.1% | -13.5% |
| YTD | +20.3% | +14.0% | +6.3% | +1.0% |
| 1Y | +35.6% | +19.9% | +15.7% | +6.2% |
| 3Y | +43.4% | +75.8% | -32.4% | -35.3% |
| 5Y | +55.9% | +73.8% | -17.9% | -32.6% |
| 10Y | +84.2% | +295.9% | -211.7% | -75.9% |
| All | +414.4% | +896.7% | -482.3% | -81.4% |
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 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