+66.0%
IWM vs ITUB
+125.3%
-59.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.4% | -1.0% |
| 7D | +1.4% | +8.2% | -6.8% | -0.9% |
| 30D | -2.3% | +4.7% | -7.0% | -3.7% |
| 3M | +4.0% | +13.0% | -9.0% | -0.1% |
| 6M | +17.9% | +4.2% | +13.8% | +15.8% |
| YTD | +20.2% | +18.6% | +1.6% | +13.5% |
| 1Y | +25.0% | +31.3% | -6.3% | +14.2% |
| 3Y | +66.0% | +124.9% | -58.9% | +26.4% |
| All | +66.0% | +125.3% | -59.3% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling