+66.9%
IYR vs ITUB
+220.1%
-153.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -1.4% | +2.2% | -3.6% | -1.8% |
| 30D | -2.7% | +12.6% | -15.3% | -5.2% |
| 3M | -2.1% | +6.4% | -8.5% | -3.7% |
| 6M | +3.6% | +0.6% | +3.0% | +2.9% |
| YTD | +8.1% | +18.8% | -10.7% | +3.2% |
| 1Y | +4.7% | +31.0% | -26.3% | -2.4% |
| 3Y | +29.1% | +118.1% | -89.0% | +6.2% |
| 5Y | +6.9% | +193.0% | -186.1% | -20.1% |
| All | +66.9% | +220.1% | -153.2% | +17.3% |
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