+2,283.2%
IRM vs ITUB
+1,920.1%
+363.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -0.5% | +8.7% | -9.2% | -2.2% |
| 30D | -8.1% | -0.7% | -7.4% | -8.1% |
| 3M | -9.7% | +7.8% | -17.5% | -11.2% |
| 6M | +10.0% | -3.4% | +13.4% | +10.5% |
| YTD | +43.0% | +16.3% | +26.7% | +37.8% |
| 1Y | +32.7% | +29.8% | +2.8% | +24.9% |
| 3Y | +102.7% | +111.1% | -8.3% | +70.7% |
| 5Y | +187.6% | +173.6% | +14.0% | +124.0% |
| 10Y | +420.1% | +193.2% | +226.9% | +272.5% |
| All | +2,283.2% | +1,920.1% | +363.2% | +1,111.8% |
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