+96.4%
AGG vs ITUB
+2,094.2%
-1,997.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.7% |
| 7D | -0.9% | +1.0% | -1.9% | -0.9% |
| 30D | -1.0% | +10.7% | -11.7% | -1.0% |
| 3M | -1.3% | +10.1% | -11.4% | -1.3% |
| 6M | -2.1% | -0.1% | -2.0% | -2.1% |
| YTD | -1.2% | +18.4% | -19.6% | -1.3% |
| 1Y | -0.5% | +31.3% | -31.8% | -0.6% |
| 3Y | +12.4% | +124.6% | -112.2% | +12.2% |
| 5Y | -2.4% | +192.0% | -194.4% | -2.6% |
| 10Y | +14.3% | +216.0% | -201.6% | +14.1% |
| All | +96.4% | +2,094.2% | -1,997.8% | +94.5% |
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 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