+31.0%
ITUB vs VYM
+18.4%
+12.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.5% |
| 7D | +2.2% | -0.8% | +3.0% | +3.3% |
| 30D | +12.6% | -2.2% | +14.9% | +16.2% |
| 3M | +6.4% | +3.1% | +3.3% | +1.6% |
| 6M | +0.6% | +9.7% | -9.1% | -12.9% |
| YTD | +18.8% | +14.9% | +4.0% | -0.4% |
| 1Y | +31.0% | +17.6% | +13.4% | +7.6% |
| All | +31.0% | +18.4% | +12.6% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling