-92.9%
IOVA vs ITUB
+81.7%
-174.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.1% |
| 7D | -3.5% | +1.9% | -5.4% | -4.0% |
| 30D | -45.4% | -22.2% | -23.2% | -41.9% |
| 3M | +19.0% | +2.7% | +16.3% | +16.6% |
| 6M | +112.0% | -3.0% | +115.0% | +110.3% |
| YTD | +184.2% | +7.5% | +176.7% | +175.1% |
| 1Y | +222.0% | +10.5% | +211.5% | +208.5% |
| 3Y | +92.6% | +81.0% | +11.6% | +60.3% |
| 5Y | -63.2% | +181.8% | -245.0% | -73.5% |
| 10Y | +2.1% | +170.2% | -168.1% | -31.0% |
| All | -92.9% | +81.7% | -174.6% | -95.5% |
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