+244.4%
ITB vs VT
+222.7%
+21.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.6% | +0.4% | -3.0% | -3.1% |
| 30D | -6.9% | +1.0% | -7.9% | -7.9% |
| 3M | +0.7% | +2.4% | -1.6% | -2.2% |
| 6M | -8.7% | +12.0% | -20.7% | -20.3% |
| YTD | -2.1% | +15.3% | -17.5% | -17.8% |
| 1Y | -17.2% | +22.6% | -39.8% | -35.5% |
| 3Y | +10.3% | +74.7% | -64.3% | -44.4% |
| 5Y | +34.2% | +66.1% | -32.0% | -27.3% |
| All | +244.4% | +222.7% | +21.6% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling