+65.1%
IVZ vs ITUB
+173.6%
-108.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +0.6% | +8.7% | -8.1% | -2.1% |
| 30D | +4.0% | -0.7% | +4.7% | +4.1% |
| 3M | +18.2% | +7.8% | +10.4% | +15.2% |
| 6M | +32.8% | -3.4% | +36.2% | +33.8% |
| YTD | +28.7% | +16.3% | +12.5% | +22.0% |
| 1Y | +55.4% | +29.8% | +25.5% | +41.3% |
| 3Y | +135.2% | +111.1% | +24.1% | +80.5% |
| All | +65.1% | +173.6% | -108.4% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling