-92.0%
IOVA vs ITUB
+96.5%
-188.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +9.7% | +8.7% | +1.0% | +7.3% |
| 30D | +102.5% | -0.7% | +103.2% | +102.4% |
| 3M | +100.7% | +7.8% | +92.9% | +95.7% |
| 6M | +106.3% | -3.4% | +109.7% | +107.6% |
| YTD | +222.0% | +16.3% | +205.7% | +208.5% |
| 1Y | +299.5% | +29.8% | +269.7% | +270.8% |
| 3Y | +42.9% | +111.1% | -68.1% | +15.6% |
| 5Y | -65.0% | +173.6% | -238.5% | -74.5% |
| 10Y | +10.3% | +193.2% | -183.0% | -26.8% |
| All | -92.0% | +96.5% | -188.5% | -94.9% |
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 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