+116.3%
ITRN vs VT
+57.0%
+59.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -3.1% | +2.4% | -5.4% | -4.8% |
| 30D | -3.9% | -1.5% | -2.4% | -2.6% |
| 3M | -9.3% | -4.1% | -5.2% | -6.2% |
| 6M | -16.8% | +0.6% | -17.3% | -16.9% |
| YTD | +17.6% | +11.0% | +6.6% | +9.2% |
| 1Y | +38.2% | +13.3% | +24.9% | +26.4% |
| 3Y | +132.9% | +73.4% | +59.5% | +64.2% |
| All | +116.3% | +57.0% | +59.3% | +71.0% |
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