-60.4%
IOVA vs ITUB
+181.1%
-241.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.0% |
| 7D | -3.5% | +1.9% | -5.4% | -4.0% |
| 30D | -45.4% | -22.2% | -23.2% | -41.5% |
| 3M | +19.0% | +2.7% | +16.3% | +15.8% |
| 6M | +112.0% | -3.0% | +115.0% | +109.0% |
| YTD | +184.2% | +7.5% | +176.7% | +173.6% |
| 1Y | +222.0% | +10.5% | +211.5% | +206.4% |
| 3Y | +92.6% | +81.0% | +11.6% | +57.3% |
| All | -60.4% | +181.1% | -241.5% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling