+656.5%
ITOT vs VEU
+188.0%
+468.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | 0.0% |
| 7D | -0.9% | -1.4% | +0.5% | +0.2% |
| 30D | -1.5% | -0.4% | -1.0% | -1.1% |
| 3M | +3.6% | +2.5% | +1.0% | +1.4% |
| 6M | +13.7% | +11.1% | +2.5% | +4.0% |
| YTD | +12.9% | +16.5% | -3.6% | -0.7% |
| 1Y | +17.2% | +22.9% | -5.7% | -1.3% |
| 3Y | +75.6% | +73.4% | +2.2% | +12.2% |
| 5Y | +75.5% | +56.1% | +19.4% | +22.1% |
| 10Y | +302.0% | +153.0% | +149.0% | +93.8% |
| All | +656.5% | +188.0% | +468.6% | +208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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