+60.9%
IVZ vs ITUB
+192.5%
-131.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -3.0% |
| 7D | +1.1% | +8.2% | -7.2% | -2.1% |
| 30D | +3.1% | +4.7% | -1.6% | +1.0% |
| 3M | +18.2% | +13.0% | +5.2% | +12.3% |
| 6M | +38.6% | +4.2% | +34.4% | +35.7% |
| YTD | +25.9% | +18.6% | +7.3% | +16.6% |
| 1Y | +51.7% | +31.3% | +20.4% | +34.1% |
| 3Y | +138.7% | +124.9% | +13.8% | +66.7% |
| 5Y | +62.8% | +195.6% | -132.8% | -3.6% |
| 10Y | +60.9% | +196.4% | -135.5% | -9.5% |
| All | +60.9% | +192.5% | -131.6% | -9.5% |
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