+50.5%
IVZ vs ITUB
+143.4%
-92.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +5.9% |
| 7D | +4.1% | +5.5% | -1.4% | +2.1% |
| 30D | -2.0% | -25.6% | +23.5% | +8.0% |
| 3M | -7.8% | -4.7% | -3.2% | -8.8% |
| 6M | +6.3% | -8.6% | +14.9% | +6.8% |
| YTD | +12.6% | +7.9% | +4.6% | +5.2% |
| 1Y | +27.6% | +11.2% | +16.4% | +17.3% |
| 3Y | +154.0% | +82.6% | +71.4% | +87.1% |
| 5Y | +37.3% | +192.7% | -155.4% | -21.0% |
| 10Y | +50.5% | +144.7% | -94.1% | -8.7% |
| All | +50.5% | +143.4% | -92.8% | -8.7% |
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