-96.9%
ITOC vs VT
+40.7%
-137.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.6% | +5.0% | +5.5% |
| 7D | -21.3% | +0.4% | -21.6% | -21.3% |
| 30D | -54.5% | -2.6% | -51.9% | -53.4% |
| 3M | -59.9% | -3.2% | -56.6% | -58.7% |
| 6M | -63.4% | +0.9% | -64.4% | -63.3% |
| YTD | -72.5% | +11.3% | -83.8% | -73.8% |
| 1Y | -80.7% | +14.0% | -94.7% | -81.8% |
| All | -96.9% | +40.7% | -137.6% | -96.9% |
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