-33.2%
ITRG vs VT
+130.2%
-163.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -0.7% | +0.4% | -1.2% | -1.2% |
| 30D | +17.2% | +1.0% | +16.2% | +16.1% |
| 3M | +7.7% | +2.4% | +5.3% | +5.4% |
| 6M | -29.3% | +12.0% | -41.3% | -37.5% |
| YTD | -30.2% | +15.3% | -45.5% | -40.2% |
| 1Y | +15.2% | +22.6% | -7.4% | -7.4% |
| 3Y | +217.8% | +74.7% | +143.1% | +66.3% |
| 5Y | -6.7% | +66.1% | -72.8% | -48.0% |
| All | -33.2% | +130.2% | -163.4% | -77.4% |
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 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