+113.0%
ALL vs ITUB
+77.0%
+36.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.0% |
| 7D | -0.1% | +4.9% | -5.0% | -0.3% |
| 30D | +13.8% | -27.2% | +41.0% | +14.9% |
| 3M | -2.8% | -6.1% | +3.3% | -3.2% |
| 6M | +23.7% | -10.7% | +34.3% | +23.4% |
| YTD | +27.3% | +5.5% | +21.8% | +24.7% |
| 1Y | +30.5% | +7.8% | +22.7% | +27.6% |
| 3Y | +113.0% | +75.0% | +38.0% | +103.6% |
| All | +113.0% | +77.0% | +36.0% | +103.6% |
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