+237.5%
VIK vs ITUB
+86.0%
+151.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.7% | +1.8% |
| 7D | +3.6% | +8.2% | -4.7% | +0.2% |
| 30D | -16.7% | +4.7% | -21.4% | -18.4% |
| 3M | -1.1% | +13.0% | -14.1% | -6.6% |
| 6M | +27.8% | +4.2% | +23.6% | +25.7% |
| YTD | +23.3% | +18.6% | +4.8% | +16.1% |
| 1Y | +38.2% | +31.3% | +6.9% | +24.9% |
| All | +237.5% | +86.0% | +151.5% | +167.7% |
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