+434.2%
IRM vs ITUB
+220.1%
+214.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.9% |
| 7D | -1.4% | +2.2% | -3.6% | -1.9% |
| 30D | -7.4% | +12.6% | -20.0% | -9.9% |
| 3M | -7.4% | +6.4% | -13.8% | -8.8% |
| 6M | +8.7% | +0.6% | +8.1% | +8.1% |
| YTD | +40.9% | +18.8% | +22.1% | +34.8% |
| 1Y | +20.5% | +31.0% | -10.5% | +12.7% |
| 3Y | +101.7% | +118.1% | -16.4% | +66.6% |
| 5Y | +197.7% | +193.0% | +4.6% | +124.1% |
| All | +434.2% | +220.1% | +214.1% | +272.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling