+966.4%
ITIC price history and return analytics
+371.8%
+594.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -0.1% | +1.0% | -1.1% | -0.5% |
| 30D | +1.4% | -0.2% | +1.6% | +1.5% |
| 3M | +20.9% | +4.5% | +16.4% | +18.2% |
| 6M | +29.9% | +14.1% | +15.8% | +21.6% |
| YTD | +18.1% | +14.8% | +3.4% | +10.2% |
| 1Y | +22.2% | +21.2% | +1.0% | +11.1% |
| 3Y | +126.5% | +76.6% | +49.9% | +74.6% |
| 5Y | +102.4% | +66.6% | +35.8% | +59.8% |
| 10Y | +390.6% | +222.3% | +168.3% | +219.3% |
| All | +966.4% | +371.8% | +594.6% | +613.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling