+772.3%
IWM vs ITUB
+1,920.1%
-1,147.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +0.1% | +8.7% | -8.6% | -2.3% |
| 30D | -1.3% | -0.7% | -0.6% | -1.2% |
| 3M | +1.6% | +7.8% | -6.2% | -0.9% |
| 6M | +13.6% | -3.4% | +17.0% | +14.1% |
| YTD | +20.8% | +16.3% | +4.5% | +14.7% |
| 1Y | +26.4% | +29.8% | -3.4% | +16.1% |
| 3Y | +60.7% | +111.1% | -50.4% | +26.4% |
| 5Y | +38.2% | +173.6% | -135.4% | -2.6% |
| 10Y | +169.5% | +193.2% | -23.8% | +69.2% |
| All | +772.3% | +1,920.1% | -1,147.8% | +224.2% |
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