+143.5%
IWM vs ITUB
+175.8%
-32.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.9% |
| 7D | +1.4% | +1.9% | -0.5% | +0.9% |
| 30D | +2.3% | -22.2% | +24.5% | +8.3% |
| 3M | -8.3% | +2.7% | -11.0% | -10.6% |
| 6M | -1.3% | -3.0% | +1.6% | -2.5% |
| YTD | +13.5% | +7.5% | +6.0% | +8.6% |
| 1Y | +18.4% | +10.5% | +7.9% | +12.3% |
| 3Y | +69.6% | +81.0% | -11.4% | +38.6% |
| 5Y | +23.3% | +181.8% | -158.5% | -13.6% |
| All | +143.5% | +175.8% | -32.2% | +70.8% |
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 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