-1.5%
IOVA vs ITUB
+219.0%
-220.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.2% | -4.2% |
| 7D | -6.4% | +1.0% | -7.4% | -6.7% |
| 30D | +25.4% | +10.7% | +14.7% | +21.6% |
| 3M | +115.3% | +10.1% | +105.3% | +108.5% |
| 6M | +56.5% | -0.1% | +56.7% | +56.2% |
| YTD | +198.2% | +18.4% | +179.8% | +184.0% |
| 1Y | +242.0% | +31.3% | +210.7% | +216.0% |
| 3Y | +36.8% | +124.6% | -87.8% | +8.9% |
| 5Y | -64.3% | +192.0% | -256.2% | -74.3% |
| All | -1.5% | +219.0% | -220.4% | -30.8% |
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 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