+143.5%
AR vs ITUB
+194.5%
-51.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.3% |
| 7D | -1.8% | +8.2% | -10.1% | -3.6% |
| 30D | +12.6% | +4.7% | +7.9% | +11.3% |
| 3M | +10.0% | +13.0% | -3.0% | +6.6% |
| 6M | +0.6% | +4.2% | -3.5% | -1.5% |
| YTD | +13.4% | +18.6% | -5.2% | +6.2% |
| 1Y | +21.7% | +31.3% | -9.5% | +10.4% |
| 3Y | +45.8% | +124.9% | -79.1% | +11.1% |
| All | +143.5% | +194.5% | -51.0% | +54.9% |
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 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