+117.3%
ITUB vs VEU
+72.0%
+45.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +4.0% |
| 7D | +1.0% | -1.9% | +2.9% | +2.8% |
| 30D | +10.7% | -0.7% | +11.4% | +11.5% |
| 3M | +10.1% | +4.9% | +5.2% | +4.5% |
| 6M | -0.1% | +9.8% | -10.0% | -9.8% |
| YTD | +18.4% | +15.3% | +3.1% | +2.8% |
| 1Y | +31.3% | +23.0% | +8.2% | +7.3% |
| All | +117.3% | +72.0% | +45.3% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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