-99.1%
ITP price history and return analytics
+360.7%
-459.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.8% |
| 7D | -53.8% | -0.7% | -53.1% | -53.5% |
| 30D | -60.0% | -1.7% | -58.3% | -59.4% |
| 3M | -68.4% | -2.3% | -66.1% | -67.8% |
| 6M | -68.4% | +1.5% | -69.9% | -68.6% |
| YTD | -72.7% | +12.0% | -84.8% | -74.5% |
| 1Y | -75.0% | +12.9% | -87.9% | -76.7% |
| 3Y | -80.0% | +74.9% | -154.9% | -86.5% |
| 5Y | -98.5% | +59.9% | -158.4% | -98.9% |
| 10Y | -99.4% | +224.6% | -324.1% | -99.8% |
| All | -99.1% | +360.7% | -459.7% | -99.8% |
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