+536.1%
IYR vs ITUB
+1,902.7%
-1,366.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.3% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -2.4% | +2.6% | -4.9% | -3.2% |
| 3M | -2.0% | +8.4% | -10.4% | -4.7% |
| 6M | +2.5% | -0.5% | +3.0% | +1.9% |
| YTD | +8.3% | +15.3% | -7.0% | +2.7% |
| 1Y | +6.5% | +28.7% | -22.3% | -2.6% |
| 3Y | +29.3% | +118.7% | -89.3% | -0.3% |
| 5Y | +5.7% | +182.7% | -177.0% | -27.5% |
| 10Y | +69.2% | +207.6% | -138.4% | +0.5% |
| All | +536.1% | +1,902.7% | -1,366.6% | +175.4% |
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 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