+834.2%
ITRN vs VT
+345.0%
+489.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.1% | -2.0% | -3.3% |
| 7D | -6.5% | -4.2% | -2.3% | -3.7% |
| 30D | -4.3% | -5.8% | +1.5% | -0.3% |
| 3M | -9.5% | -5.2% | -4.2% | -6.1% |
| 6M | -13.6% | +0.1% | -13.8% | -13.5% |
| YTD | +21.8% | +8.2% | +13.5% | +15.9% |
| 1Y | +35.9% | +10.1% | +25.7% | +27.9% |
| 3Y | +132.9% | +69.7% | +63.2% | +66.2% |
| 5Y | +131.9% | +53.4% | +78.5% | +74.8% |
| 10Y | +175.0% | +219.2% | -44.2% | +30.6% |
| All | +834.2% | +345.0% | +489.2% | +225.8% |
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