+310.6%
ITIC vs VT
+215.5%
+95.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.1% |
| 7D | -4.6% | -2.3% | -2.3% | -2.5% |
| 30D | -13.4% | -5.0% | -8.5% | -9.2% |
| 3M | -13.1% | -4.9% | -8.2% | -9.0% |
| 6M | +9.3% | -1.5% | +10.8% | +9.6% |
| YTD | +3.3% | +8.5% | -5.2% | -6.6% |
| 1Y | -2.9% | +11.4% | -14.3% | -14.6% |
| 3Y | +104.2% | +70.1% | +34.1% | +16.2% |
| 5Y | +44.8% | +53.7% | -8.9% | -8.8% |
| All | +310.6% | +215.5% | +95.0% | +6.6% |
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