-92.0%
ITOC price history and return analytics
+44.1%
-136.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | -5.3% | -1.1% | -4.2% | -4.6% |
| 30D | -1.6% | -1.0% | -0.6% | -0.9% |
| 3M | -25.2% | +3.2% | -28.3% | -26.7% |
| 6M | -10.6% | +12.5% | -23.1% | -16.4% |
| YTD | -28.0% | +14.1% | -42.1% | -32.9% |
| 1Y | -67.4% | +18.9% | -86.3% | -70.1% |
| All | -92.0% | +44.1% | -136.1% | -91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling