+357.7%
IGV vs ITUB
+220.1%
+137.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | -2.9% | +2.2% | -5.1% | -3.4% |
| 30D | -1.5% | +12.6% | -14.1% | -3.9% |
| 3M | +11.7% | +6.4% | +5.3% | +10.0% |
| 6M | +18.4% | +0.6% | +17.8% | +17.6% |
| YTD | -3.9% | +18.8% | -22.8% | -8.1% |
| 1Y | -9.7% | +31.0% | -40.7% | -15.5% |
| 3Y | +38.4% | +118.1% | -79.6% | +15.7% |
| 5Y | +21.6% | +193.0% | -171.4% | -6.7% |
| All | +357.7% | +220.1% | +137.6% | +229.3% |
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