+341.2%
ACWI vs ITUB
+177.2%
+164.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +2.0% |
| 7D | +0.3% | +5.5% | -5.2% | -1.2% |
| 30D | -2.8% | -25.6% | +22.7% | +4.8% |
| 3M | -3.2% | -4.7% | +1.5% | -3.5% |
| 6M | +1.3% | -8.6% | +9.9% | +1.9% |
| YTD | +11.2% | +7.9% | +3.3% | +6.0% |
| 1Y | +13.8% | +11.2% | +2.6% | +7.3% |
| 3Y | +76.2% | +82.6% | -6.4% | +40.9% |
| 5Y | +59.5% | +192.7% | -133.2% | +6.5% |
| 10Y | +222.2% | +144.7% | +77.5% | +101.0% |
| All | +341.2% | +177.2% | +164.0% | +90.0% |
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 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