+38.4%
ITIC price history and return analytics
+57.0%
-18.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.4% |
| 7D | -0.8% | +2.4% | -3.1% | -2.7% |
| 30D | -10.5% | -1.5% | -9.0% | -9.5% |
| 3M | -9.9% | -4.1% | -5.8% | -6.9% |
| 6M | +10.0% | +0.6% | +9.5% | +8.4% |
| YTD | +2.5% | +11.0% | -8.6% | -8.3% |
| 1Y | -5.5% | +13.3% | -18.8% | -17.1% |
| 3Y | +95.2% | +73.4% | +21.8% | +15.1% |
| All | +38.4% | +57.0% | -18.7% | -16.5% |
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