+8.2%
ASX vs ITUB
-8.7%
+17.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.2% | +4.4% | +6.3% |
| 7D | +0.8% | +3.7% | -2.9% | +0.3% |
| 30D | -20.4% | -24.9% | +4.5% | -17.5% |
| 3M | -2.1% | +0.8% | -2.9% | -6.7% |
| 6M | +8.2% | -6.6% | +14.8% | +6.3% |
| All | +8.2% | -8.7% | +17.0% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling