+134.9%
AS vs ITUB
+57.9%
+76.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +6.9% | +3.7% | +3.2% | +6.0% |
| 30D | +16.0% | -24.1% | +40.1% | +23.1% |
| 3M | -12.8% | -9.6% | -3.3% | -12.8% |
| 6M | -15.4% | -11.5% | -3.9% | -15.0% |
| YTD | -15.7% | +5.5% | -21.3% | -18.7% |
| 1Y | +6.1% | +9.9% | -3.8% | +1.0% |
| All | +134.9% | +57.9% | +76.9% | +107.8% |
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