+117.3%
ITUB vs IAG
+796.9%
-679.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.0% |
| 7D | +1.0% | -4.1% | +5.0% | +1.5% |
| 30D | +10.7% | +10.6% | +0.1% | +9.1% |
| 3M | +10.1% | +35.4% | -25.3% | +5.1% |
| 6M | -0.1% | -9.5% | +9.4% | -0.1% |
| YTD | +18.4% | +21.8% | -3.4% | +14.3% |
| 1Y | +31.3% | +84.1% | -52.9% | +20.7% |
| All | +117.3% | +796.9% | -679.6% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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