+1,638.4%
ITT vs VOO
+795.4%
+843.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.4% |
| 7D | +5.5% | -0.6% | +6.1% | +6.1% |
| 30D | +7.4% | -3.6% | +11.1% | +12.4% |
| 3M | +2.3% | -2.7% | +5.0% | +5.9% |
| 6M | +5.4% | +2.2% | +3.1% | +2.6% |
| YTD | +25.4% | +10.9% | +14.5% | +10.5% |
| 1Y | +14.1% | +11.3% | +2.8% | +0.1% |
| 3Y | +116.2% | +76.9% | +39.2% | +8.2% |
| 5Y | +119.5% | +73.5% | +46.0% | +13.8% |
| 10Y | +528.6% | +307.7% | +220.9% | +20.1% |
| All | +1,638.4% | +795.4% | +843.0% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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