+86.8%
ACN vs ITUB
+219.0%
-132.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.7% |
| 7D | -7.9% | +1.0% | -8.8% | -8.1% |
| 30D | -1.1% | +10.7% | -11.8% | -3.0% |
| 3M | +5.6% | +10.1% | -4.5% | +3.3% |
| 6M | -9.9% | -0.1% | -9.8% | -10.4% |
| YTD | -32.3% | +18.4% | -50.7% | -35.2% |
| 1Y | -25.3% | +31.3% | -56.6% | -30.1% |
| 3Y | -42.3% | +124.6% | -166.9% | -52.0% |
| 5Y | -43.5% | +192.0% | -235.5% | -56.9% |
| All | +86.8% | +219.0% | -132.2% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling