+215.5%
IVZ vs ITUB
+1,920.1%
-1,704.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | +0.6% | +8.7% | -8.1% | -3.2% |
| 30D | +4.0% | -0.7% | +4.7% | +4.1% |
| 3M | +18.2% | +7.8% | +10.4% | +13.9% |
| 6M | +32.8% | -3.4% | +36.2% | +34.1% |
| YTD | +28.7% | +16.3% | +12.5% | +18.8% |
| 1Y | +55.4% | +29.8% | +25.5% | +35.4% |
| 3Y | +135.2% | +111.1% | +24.1% | +60.4% |
| 5Y | +64.2% | +173.6% | -109.4% | -6.3% |
| 10Y | +64.6% | +193.2% | -128.6% | -20.0% |
| All | +215.5% | +1,920.1% | -1,704.6% | -31.4% |
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