-82.2%
ITOC vs VT
+10.5%
-92.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +0.9% |
| 7D | -33.8% | -2.3% | -31.5% | -31.6% |
| 30D | -58.6% | -5.0% | -53.6% | -55.4% |
| 3M | -62.9% | -4.9% | -58.1% | -60.2% |
| 6M | -68.4% | -1.5% | -66.8% | -67.4% |
| YTD | -74.5% | +8.5% | -82.9% | -75.6% |
| 1Y | -82.2% | +11.4% | -93.6% | -83.0% |
| All | -82.2% | +10.5% | -92.7% | -83.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling