+95.7%
AR vs ITUB
+181.9%
-86.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.6% | +1.2% |
| 7D | +2.1% | +3.7% | -1.6% | +1.5% |
| 30D | +4.5% | -24.9% | +29.4% | +9.1% |
| 3M | +1.0% | +0.8% | +0.2% | -1.1% |
| 6M | +4.4% | -6.6% | +11.1% | +3.5% |
| YTD | +10.9% | +7.8% | +3.1% | +4.2% |
| 1Y | +8.6% | +7.4% | +1.2% | +2.0% |
| 3Y | +48.5% | +78.8% | -30.3% | +19.0% |
| 5Y | +95.7% | +179.9% | -84.1% | +17.5% |
| All | +95.7% | +181.9% | -86.1% | +17.5% |
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