+106.1%
ITIC vs VOO
+82.8%
+23.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.9% |
| 7D | -0.1% | -0.8% | +0.6% | +0.5% |
| 30D | +6.1% | -1.1% | +7.2% | +7.0% |
| 3M | +19.3% | +3.9% | +15.4% | +15.3% |
| 6M | +34.6% | +13.6% | +21.0% | +19.9% |
| YTD | +19.8% | +12.7% | +7.1% | +7.4% |
| 1Y | +20.4% | +17.6% | +2.8% | +3.8% |
| 3Y | +129.5% | +77.3% | +52.2% | +38.8% |
| All | +106.1% | +82.8% | +23.2% | +18.2% |
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