+797.0%
DIA vs ITUB
+1,920.1%
-1,123.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -0.2% | +8.7% | -8.9% | -2.1% |
| 30D | -1.5% | -0.7% | -0.8% | -1.5% |
| 3M | +3.8% | +7.8% | -4.0% | +1.8% |
| 6M | +10.3% | -3.4% | +13.7% | +10.6% |
| YTD | +12.1% | +16.3% | -4.2% | +7.6% |
| 1Y | +18.6% | +29.8% | -11.2% | +10.8% |
| 3Y | +60.6% | +111.1% | -50.4% | +32.4% |
| 5Y | +64.4% | +173.6% | -109.1% | +23.9% |
| 10Y | +250.1% | +193.2% | +56.9% | +140.3% |
| All | +797.0% | +1,920.1% | -1,123.1% | +298.7% |
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