-96.1%
ITP price history and return analytics
+66.8%
-162.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | 0.0% | +1.0% | -1.0% | -0.8% |
| 30D | -11.1% | -0.2% | -10.9% | -10.9% |
| 3M | -15.8% | +4.5% | -20.3% | -18.4% |
| 6M | -15.8% | +14.1% | -29.8% | -23.4% |
| YTD | -27.3% | +14.8% | -42.0% | -33.8% |
| 1Y | -20.0% | +21.2% | -41.2% | -30.0% |
| 3Y | -62.8% | +76.6% | -139.4% | -76.8% |
| All | -96.1% | +66.8% | -162.8% | -97.1% |
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