+22.3%
DBX vs ITUB
+81.0%
-58.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.3% |
| 7D | -2.4% | +8.7% | -11.1% | -4.1% |
| 30D | -0.5% | -0.7% | +0.2% | -0.4% |
| 3M | +28.1% | +7.8% | +20.3% | +25.6% |
| 6M | +33.1% | -3.4% | +36.5% | +33.1% |
| YTD | +25.3% | +16.3% | +9.0% | +19.9% |
| 1Y | +18.3% | +29.8% | -11.5% | +10.3% |
| 3Y | +25.0% | +111.1% | -86.1% | +3.4% |
| 5Y | +7.5% | +173.6% | -166.0% | -18.6% |
| All | +22.3% | +81.0% | -58.7% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling