+29.9%
IWD vs ITUB
+6.0%
+23.8%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.2% |
| 7D | +1.7% | +1.1% | +0.6% | +1.6% |
| 30D | +3.2% | -25.4% | +28.7% | +5.7% |
| 3M | +2.3% | -0.3% | +2.6% | +0.3% |
| 6M | +12.9% | -8.0% | +20.9% | +11.9% |
| YTD | +26.2% | +5.2% | +21.0% | +22.5% |
| All | +29.9% | +6.0% | +23.8% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling