-11.5%
ITEQ price history and return analytics
+65.7%
-77.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.5% |
| 7D | -1.5% | -0.1% | -1.3% | -1.3% |
| 30D | -7.6% | -0.7% | -7.0% | -6.8% |
| 3M | -5.8% | +4.0% | -9.8% | -10.1% |
| 6M | +2.1% | +12.3% | -10.2% | -11.4% |
| YTD | +4.8% | +14.0% | -9.2% | -10.9% |
| 1Y | +7.4% | +20.3% | -12.9% | -14.6% |
| 3Y | +41.6% | +75.4% | -33.8% | -29.5% |
| 5Y | -11.5% | +66.0% | -77.5% | -51.1% |
| All | -11.5% | +65.7% | -77.2% | -51.1% |
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