+302.0%
ROIV vs ITUB
+160.2%
+141.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.1% |
| 7D | +22.3% | 0.0% | +22.3% | +22.4% |
| 30D | +16.9% | +2.6% | +14.3% | +16.5% |
| 3M | +43.9% | +8.4% | +35.5% | +42.5% |
| 6M | +41.6% | -0.5% | +42.1% | +41.5% |
| YTD | +92.7% | +15.3% | +77.4% | +90.5% |
| 1Y | +210.2% | +28.7% | +181.4% | +203.9% |
| 3Y | +231.8% | +118.7% | +113.2% | +215.7% |
| 5Y | +319.8% | +182.7% | +137.1% | +322.5% |
| All | +302.0% | +160.2% | +141.9% | +300.6% |
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