+131.1%
ADI vs ITUB
+185.6%
-54.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.8% | -1.6% |
| 7D | +1.3% | +1.0% | +0.4% | +1.1% |
| 30D | -6.0% | +10.7% | -16.7% | -8.1% |
| 3M | -7.7% | +10.1% | -17.8% | -9.9% |
| 6M | +14.0% | -0.1% | +14.1% | +13.4% |
| YTD | +34.4% | +18.4% | +16.0% | +28.9% |
| 1Y | +48.0% | +31.3% | +16.7% | +38.6% |
| 3Y | +113.3% | +124.6% | -11.3% | +79.9% |
| 5Y | +131.1% | +192.0% | -60.9% | +85.5% |
| All | +131.1% | +185.6% | -54.5% | +85.5% |
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