+56.0%
OVV vs ITUB
+175.8%
-119.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.2% |
| 7D | +8.0% | +1.9% | +6.2% | +7.0% |
| 30D | -2.0% | -22.2% | +20.1% | +7.8% |
| 3M | +5.4% | +2.7% | +2.7% | 0.0% |
| 6M | +14.3% | -3.0% | +17.2% | +10.3% |
| YTD | +69.4% | +7.5% | +61.9% | +51.3% |
| 1Y | +72.4% | +10.5% | +61.9% | +51.1% |
| 3Y | +58.4% | +81.0% | -22.6% | +2.9% |
| 5Y | +106.1% | +181.8% | -75.7% | -2.9% |
| All | +56.0% | +175.8% | -119.8% | -16.0% |
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