+138.7%
IAU vs ITUB
+185.6%
-46.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.0% |
| 7D | -3.4% | +1.0% | -4.3% | -3.5% |
| 30D | -1.1% | +10.7% | -11.8% | -2.1% |
| 3M | +5.8% | +10.1% | -4.2% | +4.8% |
| 6M | -16.9% | -0.1% | -16.8% | -17.1% |
| YTD | +0.1% | +18.4% | -18.3% | -0.9% |
| 1Y | +18.4% | +31.3% | -12.9% | +16.5% |
| 3Y | +123.6% | +124.6% | -1.0% | +114.5% |
| 5Y | +138.7% | +192.0% | -53.2% | +126.0% |
| All | +138.7% | +185.6% | -46.9% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling