-25.8%
ACN vs ITUB
+181.1%
-206.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | -3.8% | +1.9% | -5.7% | -4.1% |
| 30D | +16.5% | -22.2% | +38.7% | +19.4% |
| 3M | +41.5% | +2.7% | +38.8% | +39.2% |
| 6M | +60.1% | -3.0% | +63.0% | +58.1% |
| YTD | -3.9% | +7.5% | -11.5% | -7.2% |
| 1Y | +4.1% | +10.5% | -6.4% | 0.0% |
| 3Y | -15.9% | +81.0% | -96.9% | -25.8% |
| All | -25.8% | +181.1% | -206.9% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling