+226.1%
ACWI vs ITUB
+192.5%
+33.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.4% | -0.9% |
| 7D | +1.1% | +8.2% | -7.2% | -0.7% |
| 30D | -0.2% | +4.7% | -4.9% | -1.3% |
| 3M | +4.7% | +13.0% | -8.3% | +1.6% |
| 6M | +14.5% | +4.2% | +10.3% | +13.0% |
| YTD | +14.6% | +18.6% | -3.9% | +9.7% |
| 1Y | +21.4% | +31.3% | -9.8% | +13.4% |
| 3Y | +77.6% | +124.9% | -47.3% | +45.2% |
| 5Y | +68.1% | +195.6% | -127.5% | +25.4% |
| 10Y | +226.1% | +196.4% | +29.7% | +129.0% |
| All | +226.1% | +192.5% | +33.6% | +129.0% |
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