+4,099.5%
ASX vs ITUB
+1,733.1%
+2,366.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.4% | +5.1% | +6.0% |
| 7D | -19.9% | +3.7% | -23.6% | -20.9% |
| 30D | -30.9% | -24.1% | -6.8% | -25.5% |
| 3M | -15.1% | -9.6% | -5.5% | -14.1% |
| 6M | -6.5% | -11.5% | +5.1% | -4.7% |
| YTD | +98.4% | +5.5% | +92.9% | +91.5% |
| 1Y | +107.9% | +9.9% | +98.0% | +97.7% |
| 3Y | +325.3% | +84.8% | +240.5% | +238.7% |
| 5Y | +447.3% | +182.6% | +264.7% | +268.1% |
| 10Y | +763.2% | +141.7% | +621.5% | +449.7% |
| All | +4,099.5% | +1,733.1% | +2,366.4% | +889.5% |
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 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