+983.4%
ITIC vs VT
+374.2%
+609.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | +3.2% | +1.0% | +2.2% | +2.7% |
| 3M | +26.9% | +2.4% | +24.5% | +25.1% |
| 6M | +31.2% | +12.0% | +19.2% | +23.8% |
| YTD | +20.0% | +15.3% | +4.7% | +11.7% |
| 1Y | +21.5% | +22.6% | -1.1% | +9.9% |
| 3Y | +133.2% | +74.7% | +58.6% | +80.6% |
| 5Y | +101.1% | +66.1% | +35.0% | +58.9% |
| 10Y | +394.9% | +225.0% | +169.9% | +221.2% |
| All | +983.4% | +374.2% | +609.2% | +623.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling