-99.1%
ITP price history and return analytics
+357.8%
-456.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -50.0% | +2.9% | -52.9% | -50.9% |
| 30D | -60.0% | -2.5% | -57.5% | -59.2% |
| 3M | -64.7% | -3.3% | -61.4% | -63.7% |
| 6M | -70.0% | +1.5% | -71.5% | -70.2% |
| YTD | -72.7% | +11.4% | -84.1% | -74.4% |
| 1Y | -75.0% | +11.9% | -86.9% | -76.6% |
| 3Y | -80.0% | +73.9% | -153.9% | -86.4% |
| 5Y | -98.4% | +57.9% | -156.3% | -98.8% |
| 10Y | -99.4% | +222.6% | -322.1% | -99.8% |
| All | -99.1% | +357.8% | -456.9% | -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