+982.9%
ITW vs ITOT
+879.4%
+103.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.1% |
| 7D | -2.4% | -2.0% | -0.3% | -0.4% |
| 30D | -9.5% | -2.0% | -7.6% | -7.8% |
| 3M | +6.6% | +4.5% | +2.1% | +1.9% |
| 6M | -1.8% | +12.6% | -14.4% | -13.0% |
| YTD | +9.0% | +12.0% | -3.0% | -3.0% |
| 1Y | +3.6% | +17.3% | -13.7% | -12.3% |
| 3Y | +19.4% | +75.2% | -55.8% | -33.4% |
| 5Y | +36.4% | +74.0% | -37.6% | -24.4% |
| 10Y | +190.0% | +298.6% | -108.7% | -32.1% |
| All | +982.9% | +879.4% | +103.4% | -1.9% |
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