-61.0%
ITP vs VOO
+75.9%
-136.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | 0.0% | -2.0% | +2.0% | +0.5% |
| 30D | -15.8% | -1.7% | -14.1% | -15.4% |
| 3M | -23.8% | +4.7% | -28.6% | -24.6% |
| 6M | -11.1% | +12.6% | -23.7% | -12.9% |
| YTD | -27.3% | +11.8% | -39.0% | -28.6% |
| 1Y | -40.7% | +17.5% | -58.3% | -41.9% |
| All | -61.0% | +75.9% | -136.9% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling