+361.5%
ALL vs ITUB
+220.1%
+141.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -2.3% | +2.2% | -4.5% | -2.7% |
| 30D | -0.4% | +12.6% | -13.0% | -2.6% |
| 3M | +16.0% | +6.4% | +9.6% | +14.5% |
| 6M | +24.6% | +0.6% | +24.0% | +23.8% |
| YTD | +23.7% | +18.8% | +4.8% | +18.6% |
| 1Y | +27.7% | +31.0% | -3.3% | +20.0% |
| 3Y | +150.2% | +118.1% | +32.2% | +109.2% |
| 5Y | +117.1% | +193.0% | -76.0% | +66.1% |
| All | +361.5% | +220.1% | +141.4% | +242.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling