-33.2%
VRSK vs ITUB
+31.4%
-64.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.3% |
| 7D | -5.2% | +2.2% | -7.4% | -4.7% |
| 30D | -2.3% | +12.6% | -14.9% | +0.1% |
| 3M | -2.9% | +6.4% | -9.3% | -1.7% |
| 6M | -12.8% | +0.6% | -13.4% | -12.6% |
| YTD | -20.8% | +18.8% | -39.7% | -19.0% |
| 1Y | -33.2% | +31.0% | -64.2% | -29.4% |
| All | -33.2% | +31.4% | -64.6% | -29.4% |
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 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