+1,233.2%
IGV vs ITUB
+1,957.2%
-724.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.3% |
| 7D | -5.4% | +1.0% | -6.3% | -5.6% |
| 30D | -2.6% | +10.7% | -13.3% | -5.1% |
| 3M | +10.5% | +10.1% | +0.5% | +7.5% |
| 6M | +18.2% | -0.1% | +18.3% | +17.3% |
| YTD | -4.2% | +18.4% | -22.6% | -9.2% |
| 1Y | -9.8% | +31.3% | -41.1% | -16.8% |
| 3Y | +39.1% | +124.6% | -85.5% | +11.1% |
| 5Y | +21.2% | +192.0% | -170.8% | -12.2% |
| 10Y | +361.5% | +216.0% | +145.6% | +197.8% |
| All | +1,233.2% | +1,957.2% | -724.1% | +404.6% |
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