+29.8%
ITUB vs VICR
+272.1%
-242.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.3% | -1.4% |
| 7D | +8.7% | +0.4% | +8.3% | +8.6% |
| 30D | -0.7% | -13.9% | +13.2% | +0.4% |
| 3M | +7.8% | -38.4% | +46.2% | +11.6% |
| 6M | -3.4% | -7.2% | +3.8% | -8.2% |
| YTD | +16.3% | +72.0% | -55.8% | +6.5% |
| 1Y | +29.8% | +263.3% | -233.5% | +14.4% |
| All | +29.8% | +272.1% | -242.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling