+404.6%
VIAV vs ITUB
+220.1%
+184.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | +11.2% | +2.2% | +9.0% | +10.5% |
| 30D | -10.1% | +12.6% | -22.7% | -12.9% |
| 3M | -22.9% | +6.4% | -29.3% | -24.1% |
| 6M | +28.8% | +0.6% | +28.2% | +28.5% |
| YTD | +117.5% | +18.8% | +98.6% | +109.1% |
| 1Y | +216.1% | +31.0% | +185.1% | +196.5% |
| 3Y | +292.2% | +118.1% | +174.1% | +223.2% |
| 5Y | +141.0% | +193.0% | -52.1% | +79.4% |
| All | +404.6% | +220.1% | +184.5% | +237.4% |
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 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