+2,220.3%
ITUB vs IAG
+368.9%
+1,851.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.3% |
| 7D | +8.2% | +4.3% | +4.0% | +7.5% |
| 30D | +4.7% | +9.8% | -5.1% | +2.8% |
| 3M | +13.0% | +28.9% | -15.9% | +7.2% |
| 6M | +4.2% | -7.6% | +11.8% | +4.1% |
| YTD | +18.6% | +22.0% | -3.4% | +12.0% |
| 1Y | +31.3% | +99.5% | -68.3% | +12.6% |
| 3Y | +124.9% | +818.3% | -693.4% | +38.8% |
| 5Y | +195.6% | +785.9% | -590.3% | +71.2% |
| 10Y | +196.4% | +381.1% | -184.7% | +66.1% |
| All | +2,220.3% | +368.9% | +1,851.5% | +706.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling