+329.3%
ITUB vs VYM
+484.2%
-154.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.3% | +3.5% |
| 7D | +1.0% | -1.9% | +2.8% | +3.7% |
| 30D | +10.7% | -2.6% | +13.3% | +15.1% |
| 3M | +10.1% | +3.6% | +6.5% | +4.4% |
| 6M | -0.1% | +8.7% | -8.8% | -11.4% |
| YTD | +18.4% | +14.1% | +4.3% | -2.0% |
| 1Y | +31.3% | +17.8% | +13.5% | +3.5% |
| 3Y | +124.6% | +64.5% | +60.1% | +4.9% |
| 5Y | +192.0% | +77.5% | +114.5% | +18.1% |
| 10Y | +216.0% | +206.1% | +9.8% | -48.4% |
| All | +329.3% | +484.2% | -154.9% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling