+18.6%
ITRI price history and return analytics
+63.7%
-45.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | 0.0% |
| 7D | -2.1% | -2.0% | -0.1% | +0.7% |
| 30D | -9.5% | -1.4% | -8.0% | -7.6% |
| 3M | +17.4% | +4.7% | +12.7% | +10.0% |
| 6M | +0.5% | +11.4% | -10.8% | -13.6% |
| YTD | +0.7% | +13.1% | -12.3% | -15.1% |
| 1Y | -20.9% | +19.0% | -39.9% | -37.7% |
| 3Y | +46.1% | +73.9% | -27.8% | -33.2% |
| 5Y | +18.6% | +65.4% | -46.8% | -39.9% |
| All | +18.6% | +63.7% | -45.1% | -39.9% |
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 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