+2,800.3%
MSCI vs ITOT
+608.5%
+2,191.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.8% |
| 7D | +3.0% | +2.5% | +0.5% | +0.2% |
| 30D | +17.8% | -1.7% | +19.5% | +19.8% |
| 3M | +15.2% | -3.4% | +18.5% | +19.3% |
| 6M | +16.5% | +2.1% | +14.4% | +12.8% |
| YTD | +16.4% | +11.5% | +4.9% | +1.7% |
| 1Y | +16.8% | +13.6% | +3.2% | -0.2% |
| 3Y | +35.8% | +77.2% | -41.4% | -31.4% |
| 5Y | +7.0% | +64.4% | -57.4% | -39.6% |
| 10Y | +818.6% | +288.6% | +530.0% | +101.6% |
| All | +2,800.3% | +608.5% | +2,191.8% | +257.9% |
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