+6.5%
IYR vs ITUB
+186.2%
-179.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -1.4% | +2.2% | -3.6% | -1.7% |
| 30D | -2.7% | +12.6% | -15.3% | -4.7% |
| 3M | -2.1% | +6.4% | -8.5% | -3.4% |
| 6M | +3.6% | +0.6% | +3.0% | +3.1% |
| YTD | +8.1% | +18.8% | -10.7% | +4.1% |
| 1Y | +4.7% | +31.0% | -26.3% | -1.2% |
| 3Y | +29.1% | +118.1% | -89.0% | +9.8% |
| All | +6.5% | +186.2% | -179.7% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling