+38.2%
IVZ vs ITUB
+169.9%
-131.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.3% |
| 7D | +5.1% | +1.1% | +4.0% | +4.7% |
| 30D | -1.6% | -25.4% | +23.9% | +8.6% |
| 3M | -9.1% | -0.3% | -8.8% | -11.8% |
| 6M | +1.8% | -8.0% | +9.7% | +1.9% |
| YTD | +10.8% | +5.2% | +5.6% | +4.4% |
| 1Y | +19.1% | +7.4% | +11.7% | +10.8% |
| 3Y | +144.4% | +74.5% | +69.9% | +82.3% |
| 5Y | +33.6% | +175.8% | -142.3% | -22.0% |
| All | +38.2% | +169.9% | -131.7% | -17.9% |
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