+1,254.2%
ALL vs ITUB
+1,920.1%
-665.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.1% |
| 7D | 0.0% | +8.7% | -8.7% | -2.2% |
| 30D | -1.5% | -0.7% | -0.8% | -1.4% |
| 3M | +23.6% | +7.8% | +15.8% | +20.7% |
| 6M | +22.3% | -3.4% | +25.7% | +22.4% |
| YTD | +26.5% | +16.3% | +10.2% | +19.8% |
| 1Y | +27.0% | +29.8% | -2.8% | +16.3% |
| 3Y | +149.6% | +111.1% | +38.5% | +95.4% |
| 5Y | +118.1% | +173.6% | -55.5% | +52.9% |
| 10Y | +369.0% | +193.2% | +175.7% | +186.9% |
| All | +1,254.2% | +1,920.1% | -665.9% | +438.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling