+209.4%
IEFA vs ITOT
+554.8%
-345.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | -2.4% | -2.0% | -0.4% | -0.7% |
| 30D | -2.1% | -2.0% | -0.2% | -0.5% |
| 3M | +5.5% | +4.5% | +1.0% | +1.7% |
| 6M | +8.1% | +12.6% | -4.5% | -1.8% |
| YTD | +11.9% | +12.0% | -0.1% | +2.1% |
| 1Y | +18.1% | +17.3% | +0.8% | +3.6% |
| 3Y | +65.5% | +75.2% | -9.8% | +3.0% |
| 5Y | +50.1% | +74.0% | -24.0% | -6.9% |
| 10Y | +144.2% | +298.6% | -154.4% | -29.5% |
| All | +209.4% | +554.8% | -345.4% | -42.7% |
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