+144.1%
ITRN vs VT
+66.2%
+77.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.9% | +0.4% | +1.4% | +1.5% |
| 30D | -7.1% | +1.0% | -8.1% | -7.8% |
| 3M | -20.1% | +2.4% | -22.5% | -21.5% |
| 6M | +17.1% | +12.0% | +5.1% | +7.6% |
| YTD | +25.0% | +15.3% | +9.6% | +12.5% |
| 1Y | +62.7% | +22.6% | +40.1% | +40.3% |
| 3Y | +102.8% | +74.7% | +28.2% | +40.9% |
| All | +144.1% | +66.2% | +77.9% | +82.7% |
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