+987.3%
IVV vs ITUB
+1,920.1%
-932.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.2% |
| 7D | +0.1% | +8.7% | -8.6% | -1.9% |
| 30D | +0.1% | -0.7% | +0.8% | +0.1% |
| 3M | +2.0% | +7.8% | -5.8% | -0.1% |
| 6M | +13.0% | -3.4% | +16.5% | +13.4% |
| YTD | +13.6% | +16.3% | -2.7% | +8.8% |
| 1Y | +20.1% | +29.8% | -9.7% | +11.8% |
| 3Y | +77.6% | +111.1% | -33.5% | +45.3% |
| 5Y | +82.5% | +173.6% | -91.1% | +36.0% |
| 10Y | +316.5% | +193.2% | +123.3% | +180.7% |
| All | +987.3% | +1,920.1% | -932.8% | +373.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling