+296.1%
ROIV vs ITUB
+138.1%
+157.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.5% |
| 7D | +14.3% | +4.9% | +9.4% | +13.7% |
| 30D | +16.2% | -27.2% | +43.5% | +19.9% |
| 3M | +15.1% | -6.1% | +21.2% | +15.3% |
| 6M | +44.2% | -10.7% | +54.9% | +45.1% |
| YTD | +89.8% | +5.5% | +84.3% | +88.6% |
| 1Y | +94.6% | +7.8% | +86.7% | +92.9% |
| 3Y | +367.5% | +75.0% | +292.6% | +347.8% |
| 5Y | +421.4% | +178.6% | +242.8% | +429.4% |
| All | +296.1% | +138.1% | +157.9% | +296.5% |
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