+186.2%
ITUB vs VICR
+57.6%
+128.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.8% | -0.6% |
| 7D | +2.2% | +5.0% | -2.8% | +1.7% |
| 30D | +12.6% | -12.5% | +25.1% | +13.6% |
| 3M | +6.4% | -33.6% | +40.0% | +9.1% |
| 6M | +0.6% | +10.7% | -10.1% | -3.0% |
| YTD | +18.8% | +80.6% | -61.7% | +9.8% |
| 1Y | +31.0% | +288.4% | -257.4% | +12.9% |
| 3Y | +118.1% | +213.8% | -95.7% | +84.6% |
| All | +186.2% | +57.6% | +128.5% | +140.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling