+23.1%
DBX vs ITUB
+84.3%
-61.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.8% |
| 7D | -1.8% | +1.0% | -2.8% | -2.1% |
| 30D | +2.8% | +10.7% | -7.9% | +0.6% |
| 3M | +26.8% | +10.1% | +16.7% | +23.8% |
| 6M | +32.8% | -0.1% | +32.9% | +31.9% |
| YTD | +26.1% | +18.4% | +7.7% | +20.1% |
| 1Y | +14.1% | +31.3% | -17.1% | +6.1% |
| 3Y | +25.7% | +124.6% | -98.9% | +2.5% |
| 5Y | +11.2% | +192.0% | -180.8% | -17.1% |
| All | +23.1% | +84.3% | -61.2% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 10y: compounded portfolio wealth divided by compounded ITUB 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…
10y analysis · Full analysis span regression · 6 months rolling