+108.8%
ITT price history and return analytics
+53.4%
+55.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.6% |
| 7D | +3.6% | -2.3% | +5.9% | +6.6% |
| 30D | +2.6% | -5.0% | +7.5% | +9.6% |
| 3M | -4.0% | -4.9% | +0.9% | +2.6% |
| 6M | -4.7% | -1.5% | -3.2% | -2.9% |
| YTD | +19.2% | +8.5% | +10.7% | +6.5% |
| 1Y | +11.7% | +11.4% | +0.3% | -3.7% |
| 3Y | +109.3% | +70.1% | +39.2% | +3.2% |
| All | +108.8% | +53.4% | +55.4% | +19.5% |
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