+1,827.7%
ITUB vs DVA
+2,264.5%
-436.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.3% |
| 7D | 0.0% | +2.0% | -2.0% | -0.7% |
| 30D | +2.6% | -0.4% | +2.9% | +2.6% |
| 3M | +8.4% | -7.7% | +16.1% | +10.2% |
| 6M | -0.5% | +20.0% | -20.5% | -9.2% |
| YTD | +15.3% | +61.1% | -45.8% | -6.6% |
| 1Y | +28.7% | +33.9% | -5.2% | +11.1% |
| 3Y | +118.7% | +91.5% | +27.1% | +55.1% |
| 5Y | +182.7% | +41.8% | +140.9% | +113.3% |
| 10Y | +207.6% | +187.5% | +20.1% | +53.0% |
| All | +1,827.7% | +2,264.5% | -436.7% | +450.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling