-81.1%
ITOC vs VT
+13.0%
-94.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.6% | +5.0% | +4.0% |
| 7D | -21.3% | +0.4% | -21.6% | -21.4% |
| 30D | -54.5% | -2.6% | -51.9% | -52.6% |
| 3M | -59.9% | -3.2% | -56.6% | -57.9% |
| 6M | -63.4% | +0.9% | -64.4% | -63.4% |
| YTD | -72.5% | +11.3% | -83.8% | -74.4% |
| All | -81.1% | +13.0% | -94.2% | -82.4% |
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