+186.2%
ITUB vs VSXY
+22.6%
+163.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.5% |
| 3M | +6.4% | -4.0% | +10.4% | +6.5% |
| 6M | +0.6% | +67.5% | -66.9% | -5.2% |
| YTD | +18.8% | +39.7% | -20.8% | +13.4% |
| 1Y | +31.0% | +180.0% | -149.0% | +16.8% |
| 3Y | +118.1% | +337.3% | -219.2% | +75.6% |
| All | +186.2% | +22.6% | +163.5% | +162.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling