-9.2%
VRSK vs ITUB
+9.1%
-18.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.9% |
| 7D | +4.2% | -1.6% | +5.8% | +4.0% |
| 30D | +21.2% | -26.6% | +47.8% | +16.7% |
| 3M | +2.9% | -11.0% | +13.9% | +2.6% |
| 6M | +11.3% | -13.0% | +24.4% | +10.8% |
| YTD | -10.8% | +3.9% | -14.8% | -11.9% |
| 1Y | -9.2% | +9.8% | -19.0% | -10.6% |
| All | -9.2% | +9.1% | -18.2% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling