-5.5%
ITRG vs VT
+66.2%
-71.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.0% |
| 3M | +7.7% | +2.4% | +5.3% | +5.3% |
| 6M | -29.3% | +12.0% | -41.3% | -37.6% |
| 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% | +67.1% |
| All | -5.5% | +66.2% | -71.7% | -47.9% |
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