+153.4%
ITUB vs INVH
+75.4%
+78.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +2.2% | -3.0% | +5.2% | +3.5% |
| 30D | +12.6% | -7.5% | +20.1% | +16.3% |
| 3M | +6.4% | -5.5% | +11.9% | +8.7% |
| 6M | +0.6% | +11.7% | -11.1% | -4.7% |
| YTD | +18.8% | +1.3% | +17.5% | +17.0% |
| 1Y | +31.0% | -6.1% | +37.1% | +33.1% |
| 3Y | +118.1% | -9.8% | +127.8% | +121.5% |
| 5Y | +193.0% | -19.7% | +212.7% | +209.1% |
| All | +153.4% | +75.4% | +78.0% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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