+118.1%
ITUB vs DVA
+89.6%
+28.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | +2.2% | -1.3% | +3.5% | +2.3% |
| 30D | +12.6% | 0.0% | +12.6% | +12.6% |
| 3M | +6.4% | -10.9% | +17.3% | +6.7% |
| 6M | +0.6% | +17.3% | -16.7% | -0.4% |
| YTD | +18.8% | +59.8% | -41.0% | +15.3% |
| 1Y | +31.0% | +36.3% | -5.2% | +28.2% |
| 3Y | +118.1% | +88.6% | +29.5% | +111.4% |
| All | +118.1% | +89.6% | +28.4% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling