+734.7%
IWD vs ITUB
+1,728.2%
-993.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.2% |
| 7D | +1.7% | +1.1% | +0.6% | +1.4% |
| 30D | +3.2% | -25.4% | +28.7% | +10.1% |
| 3M | +2.3% | -0.3% | +2.6% | +0.9% |
| 6M | +12.9% | -8.0% | +20.9% | +13.3% |
| YTD | +26.2% | +5.2% | +21.0% | +21.8% |
| 1Y | +28.3% | +7.4% | +20.9% | +22.9% |
| 3Y | +84.4% | +74.5% | +9.9% | +53.8% |
| 5Y | +73.0% | +175.8% | -102.9% | +24.5% |
| 10Y | +203.3% | +164.4% | +38.9% | +101.9% |
| All | +734.7% | +1,728.2% | -993.4% | +248.4% |
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