+318.8%
VWO vs ITUB
+757.0%
-438.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.3% | -2.7% |
| 7D | -1.7% | +1.0% | -2.7% | -2.2% |
| 30D | -0.3% | +10.7% | -11.0% | -4.8% |
| 3M | +4.0% | +10.1% | -6.1% | -0.8% |
| 6M | +8.1% | -0.1% | +8.2% | +7.2% |
| YTD | +11.6% | +18.4% | -6.8% | +2.4% |
| 1Y | +16.2% | +31.3% | -15.1% | +1.5% |
| 3Y | +63.3% | +124.6% | -61.3% | +9.6% |
| 5Y | +33.4% | +192.0% | -158.6% | -25.5% |
| 10Y | +113.3% | +216.0% | -102.6% | -5.1% |
| All | +318.8% | +757.0% | -438.2% | -12.4% |
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