+859.8%
IAU vs ITUB
+962.4%
-102.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -1.8% |
| 7D | +0.7% | +8.2% | -7.5% | +0.3% |
| 30D | +0.3% | +4.7% | -4.4% | +0.1% |
| 3M | +0.7% | +13.0% | -12.3% | 0.0% |
| 6M | -15.5% | +4.2% | -19.7% | -15.7% |
| YTD | +1.0% | +18.6% | -17.6% | +0.1% |
| 1Y | +19.6% | +31.3% | -11.7% | +17.9% |
| 3Y | +125.4% | +124.9% | +0.6% | +116.3% |
| 5Y | +140.7% | +195.6% | -54.9% | +126.7% |
| 10Y | +218.1% | +196.4% | +21.7% | +192.6% |
| All | +859.8% | +962.4% | -102.5% | +659.5% |
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