+198.1%
IWD vs ITUB
+220.1%
-22.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.8% | +2.2% | -3.0% | -1.3% |
| 30D | -0.8% | +12.6% | -13.5% | -3.5% |
| 3M | +6.9% | +6.4% | +0.5% | +5.1% |
| 6M | +18.3% | +0.6% | +17.7% | +17.5% |
| YTD | +22.4% | +18.8% | +3.5% | +16.7% |
| 1Y | +27.4% | +31.0% | -3.6% | +18.6% |
| 3Y | +71.2% | +118.1% | -46.9% | +39.7% |
| 5Y | +75.7% | +193.0% | -117.3% | +29.4% |
| All | +198.1% | +220.1% | -22.0% | +106.7% |
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