+36.3%
ITDJ vs VOO
+29.6%
+6.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | -2.0% | -2.0% | 0.0% | -0.1% |
| 30D | -1.4% | -1.7% | +0.3% | +0.2% |
| 3M | +4.6% | +4.7% | -0.1% | +0.2% |
| 6M | +11.3% | +12.6% | -1.2% | -0.2% |
| YTD | +13.1% | +11.8% | +1.3% | +2.1% |
| 1Y | +19.0% | +17.5% | +1.5% | +2.7% |
| All | +36.3% | +29.6% | +6.7% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling