+208.2%
ITUB vs VYM
+209.2%
-1.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.4% |
| 7D | +2.2% | -0.8% | +3.0% | +3.1% |
| 30D | +12.6% | -2.2% | +14.9% | +15.5% |
| 3M | +6.4% | +3.1% | +3.3% | +2.8% |
| 6M | +0.6% | +9.7% | -9.1% | -8.9% |
| YTD | +18.8% | +14.9% | +4.0% | +2.6% |
| 1Y | +31.0% | +17.6% | +13.4% | +10.2% |
| 3Y | +118.1% | +65.3% | +52.8% | +23.7% |
| 5Y | +193.0% | +78.7% | +114.3% | +49.8% |
| All | +208.2% | +209.2% | -1.0% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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