+140.7%
ITRN price history and return analytics
+63.7%
+77.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.5% |
| 7D | +1.2% | -2.0% | +3.2% | +2.8% |
| 30D | -1.7% | -1.4% | -0.3% | -0.7% |
| 3M | -17.7% | +4.7% | -22.4% | -20.5% |
| 6M | +7.6% | +11.4% | -3.8% | -0.6% |
| YTD | +25.0% | +13.1% | +11.9% | +14.3% |
| 1Y | +62.0% | +19.0% | +43.0% | +42.7% |
| 3Y | +106.6% | +73.9% | +32.6% | +44.4% |
| 5Y | +140.7% | +65.4% | +75.4% | +80.5% |
| All | +140.7% | +63.7% | +77.1% | +80.5% |
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