+390.6%
ITIC vs VT
+221.4%
+169.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.1% |
| 7D | -0.1% | +1.0% | -1.1% | -1.0% |
| 30D | +1.4% | -0.2% | +1.6% | +1.6% |
| 3M | +20.9% | +4.5% | +16.4% | +15.1% |
| 6M | +29.9% | +14.1% | +15.8% | +12.5% |
| YTD | +18.1% | +14.8% | +3.4% | +1.5% |
| 1Y | +22.2% | +21.2% | +1.0% | -0.8% |
| 3Y | +126.5% | +76.6% | +49.9% | +25.4% |
| 5Y | +102.4% | +66.6% | +35.8% | +18.4% |
| 10Y | +390.6% | +222.3% | +168.3% | +46.8% |
| All | +390.6% | +221.4% | +169.1% | +46.8% |
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