+370.0%
ALL vs ITUB
+169.9%
+200.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.1% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | +12.8% | -25.4% | +38.3% | +18.0% |
| 3M | +4.7% | -0.3% | +5.0% | +3.3% |
| 6M | +24.9% | -8.0% | +32.9% | +24.8% |
| YTD | +30.0% | +5.2% | +24.8% | +25.7% |
| 1Y | +29.9% | +7.4% | +22.5% | +25.0% |
| 3Y | +117.5% | +74.5% | +43.0% | +87.0% |
| 5Y | +161.7% | +175.8% | -14.1% | +98.4% |
| All | +370.0% | +169.9% | +200.0% | +257.3% |
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 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