+356.8%
ACWI vs ITUB
+198.6%
+158.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | +0.5% | +8.7% | -8.2% | -2.0% |
| 30D | +0.9% | -0.7% | +1.6% | +0.9% |
| 3M | +2.4% | +7.8% | -5.4% | -0.2% |
| 6M | +12.4% | -3.4% | +15.8% | +12.8% |
| YTD | +15.2% | +16.3% | -1.1% | +9.2% |
| 1Y | +22.7% | +29.8% | -7.1% | +12.3% |
| 3Y | +75.8% | +111.1% | -35.3% | +36.7% |
| 5Y | +67.7% | +173.6% | -105.8% | +15.7% |
| 10Y | +229.0% | +193.2% | +35.7% | +96.2% |
| All | +356.8% | +198.6% | +158.2% | +95.6% |
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 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