-1.7%
ITM vs VOO
+80.3%
-82.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.1% | -2.0% | +0.9% | -1.0% |
| 30D | -2.7% | -1.7% | -1.1% | -2.6% |
| 3M | -3.4% | +4.7% | -8.1% | -3.6% |
| 6M | -3.8% | +12.6% | -16.3% | -4.3% |
| YTD | -3.0% | +11.8% | -14.8% | -3.5% |
| 1Y | -0.5% | +17.5% | -18.0% | -1.2% |
| 3Y | +8.1% | +77.0% | -68.9% | +4.8% |
| 5Y | -1.7% | +82.6% | -84.3% | -5.4% |
| All | -1.7% | +80.3% | -82.1% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling