+153.7%
ALL vs ITUB
+125.3%
+28.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.3% | -2.5% |
| 7D | -1.7% | +8.2% | -10.0% | -2.2% |
| 30D | -4.7% | +4.7% | -9.4% | -5.0% |
| 3M | +18.4% | +13.0% | +5.4% | +17.3% |
| 6M | +20.5% | +4.2% | +16.3% | +20.0% |
| YTD | +23.5% | +18.6% | +5.0% | +21.1% |
| 1Y | +29.0% | +31.3% | -2.3% | +25.3% |
| 3Y | +153.7% | +124.9% | +28.8% | +131.8% |
| All | +153.7% | +125.3% | +28.4% | +131.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling