+1,636.6%
ITIC vs VOO
+807.8%
+828.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.1% |
| 7D | +2.3% | -0.4% | +2.6% | +2.6% |
| 30D | +4.5% | -1.4% | +5.9% | +5.6% |
| 3M | +20.8% | +3.7% | +17.1% | +17.0% |
| 6M | +33.6% | +13.0% | +20.6% | +20.8% |
| YTD | +20.2% | +12.4% | +7.7% | +9.0% |
| 1Y | +24.9% | +18.6% | +6.3% | +8.6% |
| 3Y | +130.3% | +78.1% | +52.3% | +46.8% |
| 5Y | +105.8% | +82.3% | +23.5% | +28.3% |
| 10Y | +398.0% | +322.5% | +75.5% | +88.1% |
| All | +1,636.6% | +807.8% | +828.8% | +430.1% |
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