-43.7%
ITRG price history and return analytics
+122.2%
-165.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.6% | +2.8% | +1.9% |
| 7D | +12.9% | +0.4% | +12.6% | +12.5% |
| 30D | -10.3% | -2.6% | -7.7% | -6.8% |
| 3M | -8.2% | -3.2% | -4.9% | -3.3% |
| 6M | -18.3% | +0.9% | -19.3% | -17.8% |
| YTD | -41.1% | +11.3% | -52.5% | -46.9% |
| 1Y | -14.5% | +14.0% | -28.5% | -24.6% |
| 3Y | +220.2% | +75.8% | +144.4% | +67.8% |
| 5Y | -0.8% | +57.8% | -58.7% | -40.6% |
| All | -43.7% | +122.2% | -165.9% | -79.9% |
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 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