+38.4%
AR vs ITUB
+220.1%
-181.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -2.5% | +2.2% | -4.7% | -3.2% |
| 30D | +2.5% | +12.6% | -10.1% | -1.7% |
| 3M | +12.3% | +6.4% | +5.9% | +9.3% |
| 6M | -3.1% | +0.6% | -3.7% | -4.9% |
| YTD | +11.5% | +18.8% | -7.3% | +2.1% |
| 1Y | +17.0% | +31.0% | -14.0% | +3.1% |
| 3Y | +47.3% | +118.1% | -70.8% | +4.9% |
| 5Y | +141.2% | +193.0% | -51.8% | +45.5% |
| All | +38.4% | +220.1% | -181.7% | -25.9% |
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