-0.9%
ITRG vs VT
-0.2%
-0.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.7% | +7.8% | +3.2% |
| 7D | -4.4% | -0.3% | -4.1% | -3.2% |
| 30D | -16.1% | -1.4% | -14.7% | -11.1% |
| 3M | -0.9% | -1.4% | +0.5% | +6.8% |
| All | -0.9% | -0.2% | -0.7% | +6.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling