-98.4%
ITP vs VOO
+72.6%
-171.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -50.0% | +2.6% | -52.6% | -50.7% |
| 30D | -57.1% | -2.0% | -55.2% | -56.5% |
| 3M | -64.7% | -2.8% | -61.9% | -64.0% |
| 6M | -70.0% | +2.2% | -72.2% | -70.2% |
| YTD | -72.7% | +11.5% | -84.2% | -74.1% |
| 1Y | -73.9% | +13.5% | -87.4% | -75.4% |
| 3Y | -81.2% | +78.1% | -159.3% | -87.3% |
| All | -98.4% | +72.6% | -171.0% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling