+579.5%
VRSK vs ITUB
+159.2%
+420.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.5% |
| 7D | -7.7% | +1.0% | -8.7% | -7.9% |
| 30D | -2.8% | +10.7% | -13.5% | -4.1% |
| 3M | -3.7% | +10.1% | -13.8% | -5.1% |
| 6M | -12.8% | -0.1% | -12.6% | -13.2% |
| YTD | -21.0% | +18.4% | -39.4% | -23.4% |
| 1Y | -32.5% | +31.3% | -63.7% | -35.5% |
| 3Y | -26.5% | +124.6% | -151.1% | -35.4% |
| 5Y | -11.5% | +192.0% | -203.5% | -26.3% |
| 10Y | +125.7% | +216.0% | -90.3% | +77.4% |
| All | +579.5% | +159.2% | +420.3% | +408.4% |
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 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