+114.8%
ALL vs ITUB
+181.4%
-66.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.3% | -2.6% |
| 7D | -1.7% | +8.2% | -10.0% | -2.8% |
| 30D | -4.7% | +4.7% | -9.4% | -5.3% |
| 3M | +18.4% | +13.0% | +5.4% | +16.2% |
| 6M | +20.5% | +4.2% | +16.3% | +19.3% |
| YTD | +23.5% | +18.6% | +5.0% | +19.5% |
| 1Y | +29.0% | +31.3% | -2.3% | +22.6% |
| 3Y | +153.7% | +124.9% | +28.8% | +117.0% |
| 5Y | +114.8% | +195.6% | -80.8% | +65.1% |
| All | +114.8% | +181.4% | -66.6% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling