+18.4%
A vs ITUB
+30.8%
-12.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.7% |
| 7D | -1.9% | +8.7% | -10.6% | -2.9% |
| 30D | +6.9% | -0.7% | +7.6% | +6.9% |
| 3M | +9.2% | +7.8% | +1.4% | +7.7% |
| 6M | +25.7% | -3.4% | +29.1% | +26.1% |
| YTD | +11.5% | +16.3% | -4.7% | +8.3% |
| 1Y | +18.4% | +29.8% | -11.5% | +14.4% |
| All | +18.4% | +30.8% | -12.4% | +14.4% |
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