ITA Portfolio Performance Data: 13 December 2024

Abandon gas station

After a number of down days for U.S. Equities and since I’ve not posted this performance information for a number of months, this morning seemed like a good time to update this data table.  While most of the portfolios are much older than three years, the youngest accounts were launched in early 2022 so we are closing in on three years of information.

I am currently using four different investing model here at ITA Wealth Management.

• Sector BPI model.  These are the portfolios Carson through Millikan in the following table.
• Copernicus is an equity only portfolio where investments concentrate on VOO and VTI.  The goal is to never sell, but use new money and dividends to purchase more shares of VOO and VTI.
• Asset Allocation model.  While this is an old investing model, I’ve only been using it a short period with portfolios Bethe down through Pauling.  I included Schrodinger in this group as it is technically an asset allocation portfolio.  I separate it, or think of it as a different model from the other eight portfolios as it is managed by computer.
• Schrodinger is classified as an “Intelligent Portfolio” by Schwab where it is managed using a computer algorithm.

IRA Relative Performance Data

In the following table the Annual IRR data (third column from the left) is accurate as of 12/13/2024.  However, the data is only complete as of the latest update and that date is shown in the fifth (5th) column from the right.

The purple arrow points to the annualized IRR value for all Sector BPI portfolios.  The red arrow points to the annualized IRR value for all nine asset allocation portfolios.

The data table shows how the different portfolio rank based on the annualized IRR values, the Jensen Performance Index (10th column from the right), and a Total Relative Weight index where I take into account the Annual IRR, Sortino Ratio, Jensen Performance Index, Jensen Slope, and Treynor Ratio.  These five metrics are weighted based on my personal value of importance for each.  There is a strong correlation between the IRR rank and the Total Relative Weight rank.

If there are questions about any parts of the above table or related questions, post them in the Comment space provided.