+44.6%
IVZ vs ITOT
+286.7%
-242.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.5% |
| 7D | +2.2% | -0.5% | +2.7% | +3.3% |
| 30D | -2.2% | -3.4% | +1.3% | +3.7% |
| 3M | -8.4% | -3.1% | -5.4% | -3.5% |
| 6M | +6.2% | +2.2% | +4.0% | +3.7% |
| YTD | +12.4% | +11.0% | +1.4% | -2.6% |
| 1Y | +26.0% | +11.4% | +14.6% | +8.7% |
| 3Y | +147.9% | +76.4% | +71.5% | +9.1% |
| 5Y | +38.8% | +65.1% | -26.3% | -30.9% |
| 10Y | +44.6% | +287.4% | -242.8% | -79.8% |
| All | +44.6% | +286.7% | -242.1% | -79.8% |
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