+39.8%
IOVA vs ITUB
+114.2%
-74.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -1.6% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +31.7% | +2.6% | +29.1% | +29.6% |
| 3M | +117.3% | +8.4% | +108.8% | +105.2% |
| 6M | +55.8% | -0.5% | +56.4% | +55.4% |
| YTD | +208.8% | +15.3% | +193.5% | +183.9% |
| 1Y | +255.7% | +28.7% | +227.0% | +203.8% |
| All | +39.8% | +114.2% | -74.4% | -19.1% |
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