+188.3%
ITW vs ITOT
+303.4%
-115.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.3% |
| 7D | -0.7% | -0.9% | +0.2% | +0.1% |
| 30D | -8.3% | -1.5% | -6.9% | -7.1% |
| 3M | +6.0% | +3.6% | +2.5% | +2.5% |
| 6M | 0.0% | +13.7% | -13.7% | -11.6% |
| YTD | +10.2% | +12.9% | -2.7% | -2.0% |
| 1Y | +3.2% | +17.2% | -14.0% | -11.7% |
| 3Y | +21.0% | +75.6% | -54.6% | -30.8% |
| 5Y | +37.9% | +75.5% | -37.6% | -21.8% |
| All | +188.3% | +303.4% | -115.2% | -33.8% |
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