+30.7%
ITB vs VOO
+80.3%
-49.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.7% |
| 7D | -5.8% | -2.0% | -3.8% | -3.7% |
| 30D | -12.2% | -1.7% | -10.6% | -10.6% |
| 3M | -5.6% | +4.7% | -10.3% | -10.2% |
| 6M | -8.6% | +12.6% | -21.1% | -19.5% |
| YTD | -8.1% | +11.8% | -19.8% | -18.5% |
| 1Y | -21.3% | +17.5% | -38.8% | -34.1% |
| 3Y | +7.2% | +77.0% | -69.8% | -44.8% |
| 5Y | +30.7% | +82.6% | -51.9% | -34.4% |
| All | +30.7% | +80.3% | -49.6% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling