-91.9%
ITOC price history and return analytics
+42.9%
-134.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.6% |
| 7D | +3.2% | -2.0% | +5.2% | +4.6% |
| 30D | +5.0% | -1.4% | +6.4% | +6.0% |
| 3M | -29.4% | +4.7% | -34.1% | -31.5% |
| 6M | -9.1% | +11.4% | -20.5% | -14.5% |
| YTD | -27.7% | +13.1% | -40.8% | -32.2% |
| 1Y | -68.0% | +19.0% | -87.0% | -70.5% |
| All | -91.9% | +42.9% | -134.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling