+18.7%
IRM vs ITUB
+9.0%
+9.7%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.3% |
| 7D | +2.6% | -1.6% | +4.2% | +2.8% |
| 30D | +5.6% | -26.6% | +32.2% | +9.6% |
| 3M | -4.7% | -11.1% | +6.4% | -5.3% |
| 6M | -6.1% | -13.1% | +7.0% | -6.3% |
| YTD | +46.3% | +3.9% | +42.5% | +35.5% |
| 1Y | +18.7% | +9.8% | +9.0% | +2.9% |
| All | +18.7% | +9.0% | +9.7% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling