+154.0%
IVZ vs ITOT
+77.8%
+76.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +2.9% |
| 7D | +4.1% | +0.2% | +3.9% | +4.1% |
| 30D | -2.0% | -3.0% | +1.0% | +3.3% |
| 3M | -7.8% | -2.7% | -5.1% | -3.2% |
| 6M | +6.3% | +2.6% | +3.7% | +3.1% |
| YTD | +12.6% | +11.5% | +1.1% | -3.2% |
| 1Y | +27.6% | +13.5% | +14.1% | +6.9% |
| 3Y | +154.0% | +79.7% | +74.3% | +0.1% |
| All | +154.0% | +77.8% | +76.2% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling