-25.5%
AR vs ITUB
+163.3%
-188.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.5% |
| 7D | +7.4% | +1.9% | +5.5% | +6.8% |
| 30D | +5.8% | -22.2% | +27.9% | +12.0% |
| 3M | +5.2% | +2.7% | +2.5% | +2.0% |
| 6M | +5.4% | -3.0% | +8.4% | +3.3% |
| YTD | +12.4% | +7.5% | +4.9% | +5.2% |
| 1Y | +12.8% | +10.5% | +2.3% | +4.5% |
| 3Y | +47.2% | +81.0% | -33.8% | +15.0% |
| 5Y | +101.1% | +181.8% | -80.7% | +31.6% |
| 10Y | +57.6% | +170.2% | -112.6% | +0.2% |
| All | -25.5% | +163.3% | -188.8% | -56.6% |
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