+120.1%
ITA price history and return analytics
+65.7%
+54.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.4% |
| 7D | -2.9% | -1.1% | -1.8% | -2.0% |
| 30D | -13.0% | -1.0% | -12.0% | -12.2% |
| 3M | -7.1% | +3.2% | -10.3% | -9.7% |
| 6M | -8.1% | +12.5% | -20.6% | -16.9% |
| YTD | +2.2% | +14.1% | -11.9% | -8.7% |
| 1Y | +10.0% | +18.9% | -8.9% | -5.0% |
| 3Y | +102.6% | +74.1% | +28.5% | +27.8% |
| All | +120.1% | +65.7% | +54.4% | +45.0% |
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