+55.4%
IOT vs ITUB
+243.6%
-188.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -4.5% | +2.2% | -6.7% | -5.0% |
| 30D | -2.4% | +12.6% | -15.1% | -5.4% |
| 3M | +19.0% | +6.4% | +12.6% | +16.4% |
| 6M | +19.6% | +0.6% | +19.0% | +18.2% |
| YTD | +8.3% | +18.8% | -10.6% | +0.9% |
| 1Y | -0.8% | +31.0% | -31.8% | -11.2% |
| 3Y | +24.4% | +118.1% | -93.7% | -7.4% |
| All | +55.4% | +243.6% | -188.2% | -16.5% |
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