+16.0%
ITM vs VT
+222.7%
-206.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -0.8% | +0.4% | -1.3% | -0.8% |
| 30D | -1.3% | +1.0% | -2.3% | -1.4% |
| 3M | -2.6% | +2.4% | -4.9% | -2.8% |
| 6M | -3.0% | +12.0% | -15.0% | -3.9% |
| YTD | -1.9% | +15.3% | -17.2% | -3.0% |
| 1Y | +2.1% | +22.6% | -20.4% | +0.5% |
| 3Y | +9.0% | +74.7% | -65.6% | +3.9% |
| 5Y | -0.6% | +66.1% | -66.8% | -5.1% |
| All | +16.0% | +222.7% | -206.7% | +3.5% |
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 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