+331.8%
EWZ vs ITOT
+878.9%
-547.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.4% |
| 7D | +0.1% | +3.3% | -3.2% | -4.1% |
| 30D | -25.9% | -2.5% | -23.4% | -23.8% |
| 3M | -6.1% | -2.3% | -3.8% | -3.7% |
| 6M | -16.1% | +3.0% | -19.1% | -20.0% |
| YTD | +1.0% | +11.9% | -10.9% | -13.6% |
| 1Y | 0.0% | +12.0% | -12.1% | -14.7% |
| 3Y | +16.8% | +77.8% | -60.9% | -48.4% |
| 5Y | +52.1% | +65.0% | -12.9% | -29.5% |
| 10Y | +63.6% | +290.1% | -226.5% | -78.4% |
| All | +331.8% | +878.9% | -547.1% | -84.1% |
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