-46.5%
ITRG vs VT
+116.5%
-163.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.4% | +4.4% |
| 7D | +6.7% | -2.3% | +9.0% | +10.0% |
| 30D | -11.5% | -5.0% | -6.5% | -5.1% |
| 3M | -7.1% | -4.9% | -2.2% | +0.1% |
| 6M | -21.7% | -1.5% | -20.1% | -18.6% |
| YTD | -44.1% | +8.5% | -52.6% | -47.9% |
| 1Y | -15.8% | +11.4% | -27.2% | -23.5% |
| 3Y | +212.0% | +70.1% | +141.9% | +70.5% |
| 5Y | -7.4% | +53.7% | -61.2% | -42.7% |
| All | -46.5% | +116.5% | -163.1% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling