+858.7%
ITRN vs VT
+374.2%
+484.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.9% | +0.4% | +1.4% | +1.6% |
| 30D | -7.1% | +1.0% | -8.1% | -7.7% |
| 3M | -20.1% | +2.4% | -22.5% | -21.3% |
| 6M | +17.1% | +12.0% | +5.1% | +8.7% |
| YTD | +25.0% | +15.3% | +9.6% | +13.9% |
| 1Y | +62.7% | +22.6% | +40.1% | +42.4% |
| 3Y | +102.8% | +74.7% | +28.2% | +41.6% |
| 5Y | +140.8% | +66.1% | +74.6% | +71.8% |
| 10Y | +195.9% | +225.0% | -29.1% | +38.2% |
| All | +858.7% | +374.2% | +484.5% | +220.0% |
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 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