+251.7%
ITIC vs VT
+221.8%
+29.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.4% |
| 7D | -0.8% | +2.4% | -3.1% | -3.1% |
| 30D | -10.5% | -1.5% | -9.0% | -9.3% |
| 3M | -9.9% | -4.1% | -5.8% | -6.4% |
| 6M | +10.0% | +0.6% | +9.5% | +8.1% |
| YTD | +2.5% | +11.0% | -8.6% | -9.5% |
| 1Y | -5.5% | +13.3% | -18.8% | -18.3% |
| 3Y | +95.2% | +73.4% | +21.8% | +8.9% |
| 5Y | +39.3% | +57.4% | -18.1% | -14.4% |
| All | +251.7% | +221.8% | +29.9% | -18.0% |
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