-11.5%
ITEQ vs VOO
+81.6%
-93.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | -1.5% | -0.4% | -1.1% | -1.0% |
| 30D | -7.6% | -1.4% | -6.3% | -6.0% |
| 3M | -5.8% | +3.7% | -9.5% | -9.5% |
| 6M | +2.1% | +13.0% | -11.0% | -11.1% |
| YTD | +4.8% | +12.4% | -7.6% | -8.2% |
| 1Y | +7.4% | +18.6% | -11.2% | -11.4% |
| 3Y | +41.6% | +78.1% | -36.5% | -27.0% |
| 5Y | -11.5% | +82.3% | -93.8% | -54.7% |
| All | -11.5% | +81.6% | -93.1% | -54.7% |
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