+436.3%
ITGR vs VT
+222.7%
+213.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.5% |
| 7D | +0.4% | -0.1% | +0.6% | +0.6% |
| 30D | +0.6% | -0.7% | +1.3% | +1.4% |
| 3M | +33.8% | +4.0% | +29.8% | +27.2% |
| 6M | +47.4% | +12.3% | +35.1% | +27.7% |
| YTD | +60.5% | +14.0% | +46.4% | +36.2% |
| 1Y | +19.3% | +20.3% | -1.0% | -5.6% |
| 3Y | +56.4% | +75.4% | -19.1% | -23.0% |
| 5Y | +31.3% | +66.0% | -34.7% | -30.6% |
| 10Y | +436.3% | +228.2% | +208.1% | +24.1% |
| All | +436.3% | +222.7% | +213.6% | +24.1% |
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