-81.2%
ITP vs VOO
+78.5%
-159.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -50.0% | +2.6% | -52.6% | -50.4% |
| 30D | -57.1% | -2.0% | -55.2% | -56.8% |
| 3M | -64.7% | -2.8% | -61.9% | -64.3% |
| 6M | -70.0% | +2.2% | -72.2% | -70.0% |
| YTD | -72.7% | +11.5% | -84.2% | -73.1% |
| 1Y | -73.9% | +13.5% | -87.4% | -74.3% |
| 3Y | -81.2% | +78.1% | -159.3% | -81.6% |
| All | -81.2% | +78.5% | -159.7% | -81.6% |
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