+208.2%
ITUB vs DVA
+187.8%
+20.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +2.2% | -1.3% | +3.5% | +2.4% |
| 30D | +12.6% | 0.0% | +12.6% | +12.6% |
| 3M | +6.4% | -10.9% | +17.3% | +8.1% |
| 6M | +0.6% | +17.3% | -16.7% | -3.9% |
| YTD | +18.8% | +59.8% | -41.0% | +5.6% |
| 1Y | +31.0% | +36.3% | -5.2% | +20.3% |
| 3Y | +118.1% | +88.6% | +29.5% | +79.0% |
| 5Y | +193.0% | +47.5% | +145.5% | +149.8% |
| All | +208.2% | +187.8% | +20.4% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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