+312.0%
IVV vs ITUB
+169.9%
+142.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.2% |
| 7D | +3.3% | +1.1% | +2.2% | +3.1% |
| 30D | -2.7% | -25.4% | +22.8% | +2.7% |
| 3M | -1.7% | -0.3% | -1.4% | -3.0% |
| 6M | +3.2% | -8.0% | +11.1% | +3.3% |
| YTD | +12.0% | +5.2% | +6.8% | +8.5% |
| 1Y | +12.1% | +7.4% | +4.7% | +8.0% |
| 3Y | +78.6% | +74.5% | +4.1% | +52.9% |
| 5Y | +73.8% | +175.8% | -102.0% | +30.7% |
| All | +312.0% | +169.9% | +142.1% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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