+31.0%
ITUB vs VICR
+293.8%
-262.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.8% | -0.7% |
| 7D | +2.2% | +5.0% | -2.8% | +1.7% |
| 30D | +12.6% | -12.5% | +25.1% | +13.7% |
| 3M | +6.4% | -33.6% | +40.0% | +9.4% |
| 6M | +0.6% | +10.7% | -10.1% | -6.1% |
| YTD | +18.8% | +80.6% | -61.7% | +8.4% |
| 1Y | +31.0% | +288.4% | -257.4% | +15.1% |
| All | +31.0% | +293.8% | -262.8% | +15.1% |
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 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