+121.1%
ITRN vs VT
+58.5%
+62.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.3% |
| 7D | -1.6% | +2.9% | -4.5% | -3.7% |
| 30D | -3.9% | -2.5% | -1.3% | -1.8% |
| 3M | -8.3% | -3.3% | -4.9% | -5.7% |
| 6M | -15.7% | +1.5% | -17.2% | -16.4% |
| YTD | +19.8% | +11.4% | +8.4% | +11.0% |
| 1Y | +36.9% | +11.9% | +25.0% | +26.3% |
| 3Y | +136.5% | +73.9% | +62.6% | +66.4% |
| 5Y | +121.1% | +57.9% | +63.2% | +74.7% |
| All | +121.1% | +58.5% | +62.5% | +74.7% |
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 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