+728.5%
ITGR vs VT
+374.2%
+354.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.9% | +0.4% | +0.5% | +0.5% |
| 30D | +1.2% | +1.0% | +0.2% | +0.3% |
| 3M | +36.4% | +2.4% | +34.0% | +33.1% |
| 6M | +47.0% | +12.0% | +35.0% | +32.3% |
| YTD | +61.3% | +15.3% | +46.0% | +41.2% |
| 1Y | +18.7% | +22.6% | -3.9% | -2.1% |
| 3Y | +48.8% | +74.7% | -25.9% | -10.9% |
| 5Y | +29.9% | +66.1% | -36.2% | -18.4% |
| 10Y | +416.5% | +225.0% | +191.5% | +95.5% |
| All | +728.5% | +374.2% | +354.3% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling