+182.3%
ITUB vs VSXY
+37.5%
+144.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.1% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +12.6% | -18.7% | +31.3% | +14.4% |
| 3M | +6.4% | -4.0% | +10.4% | +6.5% |
| 6M | +0.6% | +67.5% | -66.9% | -4.9% |
| YTD | +18.8% | +39.7% | -20.8% | +13.7% |
| 1Y | +31.0% | +180.0% | -149.0% | +17.5% |
| 3Y | +118.1% | +337.3% | -219.2% | +78.6% |
| 5Y | +193.0% | +22.7% | +170.4% | +166.8% |
| All | +182.3% | +37.5% | +144.8% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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