+461.5%
ITOT vs NWSA
+121.1%
+340.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.9% | -2.8% | +1.9% | +0.1% |
| 30D | -1.5% | +3.0% | -4.5% | -2.6% |
| 3M | +3.6% | +12.3% | -8.8% | -1.2% |
| 6M | +13.7% | +21.9% | -8.2% | +4.9% |
| YTD | +12.9% | +13.6% | -0.6% | +6.6% |
| 1Y | +17.2% | +0.5% | +16.7% | +15.4% |
| 3Y | +75.6% | +43.8% | +31.9% | +50.1% |
| 5Y | +75.5% | +41.2% | +34.3% | +47.3% |
| 10Y | +302.0% | +148.6% | +153.4% | +155.3% |
| All | +461.5% | +121.1% | +340.4% | +267.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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