-11.6%
ITRG vs VT
+53.2%
-64.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +3.1% |
| 7D | -4.5% | -4.2% | -0.3% | +1.1% |
| 30D | -19.5% | -5.8% | -13.7% | -12.7% |
| 3M | -10.5% | -5.2% | -5.2% | -3.1% |
| 6M | -19.2% | +0.1% | -19.4% | -17.7% |
| YTD | -46.6% | +8.2% | -54.9% | -50.0% |
| 1Y | -21.9% | +10.1% | -32.0% | -27.9% |
| 3Y | +191.2% | +69.7% | +121.5% | +62.0% |
| 5Y | -11.6% | +53.4% | -64.9% | -47.3% |
| All | -11.6% | +53.2% | -64.8% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling