+736.6%
IWD vs ITUB
+1,767.9%
-1,031.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | +2.3% | +1.9% | +0.4% | +1.8% |
| 30D | +3.6% | -22.2% | +25.8% | +9.3% |
| 3M | +2.2% | +2.7% | -0.6% | 0.0% |
| 6M | +13.0% | -3.0% | +15.9% | +11.8% |
| YTD | +26.5% | +7.5% | +19.0% | +21.4% |
| 1Y | +30.1% | +10.5% | +19.7% | +23.8% |
| 3Y | +84.9% | +81.0% | +3.9% | +52.8% |
| 5Y | +73.4% | +181.8% | -108.5% | +24.1% |
| 10Y | +204.0% | +170.2% | +33.8% | +101.3% |
| All | +736.6% | +1,767.9% | -1,031.3% | +247.3% |
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