+330.0%
ACWI vs ITUB
+170.9%
+159.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | -2.4% | +3.7% | -6.0% | -3.4% |
| 30D | -5.2% | -24.1% | +18.9% | +1.6% |
| 3M | -4.8% | -9.6% | +4.7% | -3.8% |
| 6M | -1.3% | -11.5% | +10.2% | +0.2% |
| YTD | +8.4% | +5.5% | +2.9% | +4.0% |
| 1Y | +11.0% | +9.9% | +1.2% | +5.0% |
| 3Y | +70.6% | +84.8% | -14.2% | +35.9% |
| 5Y | +55.3% | +182.6% | -127.3% | +4.8% |
| 10Y | +223.2% | +141.7% | +81.5% | +102.0% |
| All | +330.0% | +170.9% | +159.0% | +86.3% |
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