+780.9%
DIA vs ITUB
+1,767.9%
-987.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.4% |
| 7D | +2.1% | +1.9% | +0.2% | +1.7% |
| 30D | +1.5% | -22.2% | +23.7% | +6.5% |
| 3M | -2.4% | +2.7% | -5.1% | -4.3% |
| 6M | +6.0% | -3.0% | +8.9% | +5.1% |
| YTD | +10.1% | +7.5% | +2.6% | +6.2% |
| 1Y | +11.8% | +10.5% | +1.3% | +7.1% |
| 3Y | +59.7% | +81.0% | -21.3% | +34.8% |
| 5Y | +57.9% | +181.8% | -123.9% | +17.1% |
| 10Y | +236.2% | +170.2% | +66.1% | +133.1% |
| All | +780.9% | +1,767.9% | -987.0% | +293.6% |
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