+2,762.0%
MSCI vs ITOT
+611.3%
+2,150.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.0% |
| 7D | -0.7% | +3.3% | -4.0% | -4.2% |
| 30D | +16.2% | -2.5% | +18.6% | +19.1% |
| 3M | +16.1% | -2.3% | +18.5% | +18.9% |
| 6M | +12.9% | +3.0% | +9.9% | +8.3% |
| YTD | +14.8% | +11.9% | +2.9% | -0.1% |
| 1Y | +13.8% | +12.0% | +1.8% | -1.2% |
| 3Y | +31.2% | +77.8% | -46.5% | -33.9% |
| 5Y | +5.6% | +65.0% | -59.5% | -40.7% |
| 10Y | +806.4% | +290.1% | +516.3% | +98.1% |
| All | +2,762.0% | +611.3% | +2,150.7% | +251.7% |
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