-24.2%
AR vs ITUB
+184.8%
-209.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | +2.5% | +8.7% | -6.2% | 0.0% |
| 30D | +14.8% | -0.7% | +15.5% | +14.8% |
| 3M | +6.2% | +7.8% | -1.6% | +3.4% |
| 6M | +4.3% | -3.4% | +7.7% | +3.8% |
| YTD | +14.4% | +16.3% | -1.9% | +6.9% |
| 1Y | +21.3% | +29.8% | -8.5% | +9.3% |
| 3Y | +39.8% | +111.1% | -71.3% | +6.2% |
| 5Y | +142.1% | +173.6% | -31.5% | +63.1% |
| 10Y | +52.0% | +193.2% | -141.2% | -3.7% |
| All | -24.2% | +184.8% | -209.0% | -55.9% |
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 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