+61.8%
VNQ vs ITUB
+220.1%
-158.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | -1.3% | +2.2% | -3.5% | -1.8% |
| 30D | -2.6% | +12.6% | -15.2% | -5.2% |
| 3M | -2.0% | +6.4% | -8.4% | -3.6% |
| 6M | +4.3% | +0.6% | +3.7% | +3.6% |
| YTD | +9.2% | +18.8% | -9.6% | +4.2% |
| 1Y | +5.6% | +31.0% | -25.4% | -1.7% |
| 3Y | +30.8% | +118.1% | -87.2% | +7.2% |
| 5Y | +8.0% | +193.0% | -185.1% | -19.7% |
| All | +61.8% | +220.1% | -158.3% | +13.4% |
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