+235.9%
ROIV vs ITUB
+162.4%
+73.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +0.6% | +8.7% | -8.1% | -0.3% |
| 30D | +1.0% | -0.7% | +1.6% | +1.0% |
| 3M | +18.3% | +7.8% | +10.5% | +17.2% |
| 6M | +18.3% | -3.4% | +21.7% | +18.5% |
| YTD | +61.0% | +16.3% | +44.7% | +59.0% |
| 1Y | +177.9% | +29.8% | +148.1% | +171.9% |
| 3Y | +199.1% | +111.1% | +88.0% | +184.5% |
| 5Y | +250.7% | +173.6% | +77.1% | +252.2% |
| All | +235.9% | +162.4% | +73.4% | +234.3% |
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 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