-68.0%
ITG price history and return analytics
-0.4%
-67.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | +18.2% | -1.6% | +19.8% | +21.6% |
| 30D | -17.7% | -2.5% | -15.2% | -12.0% |
| 3M | -58.2% | -1.3% | -56.9% | -55.6% |
| All | -68.0% | -0.4% | -67.6% | -66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling