+38.0%
IGV vs ITUB
+120.1%
-82.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.1% |
| 7D | -5.4% | +1.0% | -6.3% | -5.6% |
| 30D | -2.6% | +10.7% | -13.3% | -4.6% |
| 3M | +10.5% | +10.1% | +0.5% | +8.0% |
| 6M | +18.2% | -0.1% | +18.3% | +17.5% |
| YTD | -4.2% | +18.4% | -22.6% | -9.2% |
| 1Y | -9.8% | +31.3% | -41.1% | -17.2% |
| All | +38.0% | +120.1% | -82.1% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling