+611.5%
MSCI vs ITOT
+300.1%
+311.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -0.5% |
| 7D | -4.7% | -2.0% | -2.7% | -2.5% |
| 30D | -2.2% | -2.0% | -0.2% | 0.0% |
| 3M | -9.7% | +4.5% | -14.2% | -14.5% |
| 6M | +0.3% | +12.6% | -12.4% | -13.3% |
| YTD | -3.5% | +12.0% | -15.5% | -16.0% |
| 1Y | -1.4% | +17.3% | -18.6% | -18.9% |
| 3Y | +6.6% | +75.2% | -68.7% | -46.8% |
| 5Y | -10.9% | +74.0% | -84.9% | -54.1% |
| All | +611.5% | +300.1% | +311.4% | +42.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling