+62.5%
VWO vs ITUB
+120.9%
-58.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.8% | +2.2% | -4.0% | -2.4% |
| 30D | -0.1% | +12.6% | -12.7% | -3.4% |
| 3M | +2.2% | +6.4% | -4.2% | +0.2% |
| 6M | +8.8% | +0.6% | +8.2% | +8.0% |
| YTD | +12.4% | +18.8% | -6.5% | +7.0% |
| 1Y | +15.6% | +31.0% | -15.4% | +7.0% |
| 3Y | +62.5% | +118.1% | -55.6% | +28.8% |
| All | +62.5% | +120.9% | -58.4% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling