+144.6%
IEFA vs ITOT
+303.4%
-158.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.3% |
| 7D | -1.6% | -0.9% | -0.7% | -0.8% |
| 30D | -1.5% | -1.5% | 0.0% | -0.3% |
| 3M | +3.4% | +3.6% | -0.1% | +0.6% |
| 6M | +9.5% | +13.7% | -4.2% | -0.9% |
| YTD | +13.0% | +12.9% | +0.1% | +2.8% |
| 1Y | +18.0% | +17.2% | +0.8% | +4.2% |
| 3Y | +65.4% | +75.6% | -10.3% | +5.0% |
| 5Y | +51.6% | +75.5% | -23.9% | -4.5% |
| All | +144.6% | +303.4% | -158.9% | -20.8% |
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