-47.7%
ITRG vs VT
+125.2%
-173.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.7% | +7.8% | +7.3% |
| 7D | -4.4% | -0.3% | -4.1% | -3.8% |
| 30D | -16.1% | -1.4% | -14.7% | -14.1% |
| 3M | -0.9% | -1.4% | +0.5% | +1.9% |
| 6M | -19.5% | +5.5% | -24.9% | -23.2% |
| YTD | -45.4% | +12.8% | -58.2% | -51.5% |
| 1Y | -18.3% | +15.4% | -33.7% | -29.1% |
| 3Y | +198.0% | +76.9% | +121.1% | +54.9% |
| 5Y | -10.6% | +60.4% | -71.0% | -47.6% |
| All | -47.7% | +125.2% | -173.0% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling