+158.4%
IVZ vs ITUB
+1,733.1%
-1,574.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | -2.4% | +3.7% | -6.1% | -4.0% |
| 30D | -11.2% | -24.1% | +12.9% | -1.4% |
| 3M | -14.0% | -9.6% | -4.4% | -12.9% |
| 6M | +0.5% | -11.5% | +12.0% | +2.6% |
| YTD | +5.4% | +5.5% | -0.1% | -1.3% |
| 1Y | +19.5% | +9.9% | +9.6% | +9.1% |
| 3Y | +128.7% | +84.8% | +43.9% | +60.8% |
| 5Y | +28.8% | +182.6% | -153.9% | -29.4% |
| 10Y | +52.3% | +141.7% | -89.4% | -21.1% |
| All | +158.4% | +1,733.1% | -1,574.8% | -43.0% |
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