+4,610.7%
ASX vs ITUB
+1,733.1%
+2,877.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.5% | +4.0% |
| 7D | -9.1% | +4.9% | -14.0% | -10.5% |
| 30D | -23.6% | -27.2% | +3.6% | -16.5% |
| 3M | -5.6% | -6.1% | +0.5% | -5.6% |
| 6M | +4.7% | -10.7% | +15.4% | +6.3% |
| YTD | +122.6% | +5.5% | +117.1% | +114.8% |
| 1Y | +133.0% | +7.8% | +125.2% | +122.9% |
| 3Y | +367.1% | +75.0% | +292.1% | +278.6% |
| 5Y | +504.7% | +178.6% | +326.2% | +308.9% |
| 10Y | +887.2% | +162.9% | +724.4% | +513.3% |
| All | +4,610.7% | +1,733.1% | +2,877.6% | +1,010.1% |
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