+165.3%
IWM vs ITUB
+219.0%
-53.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.7% |
| 7D | -2.5% | +1.0% | -3.5% | -2.8% |
| 30D | -4.4% | +10.7% | -15.1% | -7.1% |
| 3M | +2.2% | +10.1% | -7.8% | -0.7% |
| 6M | +14.0% | -0.1% | +14.2% | +13.5% |
| YTD | +17.4% | +18.4% | -1.1% | +11.3% |
| 1Y | +22.9% | +31.3% | -8.3% | +13.1% |
| 3Y | +62.1% | +124.6% | -62.6% | +27.3% |
| 5Y | +38.2% | +192.0% | -153.8% | -2.2% |
| All | +165.3% | +219.0% | -53.7% | +77.4% |
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 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