+137.2%
ITRN vs VT
+74.5%
+62.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.2% |
| 7D | -1.6% | +2.9% | -4.5% | -4.5% |
| 30D | -3.9% | -2.5% | -1.3% | -1.2% |
| 3M | -8.3% | -3.3% | -4.9% | -4.9% |
| 6M | -15.7% | +1.5% | -17.2% | -16.9% |
| YTD | +19.8% | +11.4% | +8.4% | +7.5% |
| 1Y | +36.9% | +11.9% | +25.0% | +22.2% |
| All | +137.2% | +74.5% | +62.6% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling