+208.2%
ITUB vs VICR
+1,679.8%
-1,471.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.8% | -1.0% |
| 7D | +2.2% | +5.0% | -2.8% | +1.5% |
| 30D | +12.6% | -12.5% | +25.1% | +14.0% |
| 3M | +6.4% | -33.6% | +40.0% | +10.1% |
| 6M | +0.6% | +10.7% | -10.1% | -4.2% |
| YTD | +18.8% | +80.6% | -61.7% | +6.1% |
| 1Y | +31.0% | +288.4% | -257.4% | +5.3% |
| 3Y | +118.1% | +213.8% | -95.7% | +71.1% |
| 5Y | +193.0% | +58.8% | +134.2% | +138.0% |
| All | +208.2% | +1,679.8% | -1,471.6% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling