+990.2%
IBKR vs ITUB
+220.1%
+770.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -1.3% | +2.2% | -3.6% | -2.0% |
| 30D | -0.2% | +12.6% | -12.8% | -3.5% |
| 3M | +3.0% | +6.4% | -3.5% | +1.0% |
| 6M | +33.9% | +0.6% | +33.3% | +33.4% |
| YTD | +42.5% | +18.8% | +23.7% | +36.2% |
| 1Y | +44.9% | +31.0% | +13.9% | +34.9% |
| 3Y | +293.0% | +118.1% | +174.9% | +215.8% |
| 5Y | +497.7% | +193.0% | +304.6% | +332.6% |
| All | +990.2% | +220.1% | +770.1% | +640.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling