+4,880.2%
ASX vs ITUB
+1,920.1%
+2,960.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -0.7% | +8.7% | -9.4% | -3.4% |
| 30D | +2.0% | -0.7% | +2.7% | +1.9% |
| 3M | -1.3% | +7.8% | -9.1% | -3.8% |
| 6M | +71.4% | -3.4% | +74.8% | +72.8% |
| YTD | +135.3% | +16.3% | +119.0% | +124.0% |
| 1Y | +267.5% | +29.8% | +237.7% | +237.5% |
| 3Y | +388.5% | +111.1% | +277.4% | +279.1% |
| 5Y | +417.1% | +173.6% | +243.5% | +255.7% |
| 10Y | +872.7% | +193.2% | +679.5% | +491.4% |
| All | +4,880.2% | +1,920.1% | +2,960.1% | +1,057.6% |
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