+672.3%
AU vs ITUB
+220.1%
+452.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -4.3% | +2.2% | -6.5% | -4.7% |
| 30D | +7.3% | +12.6% | -5.3% | +4.7% |
| 3M | +26.3% | +6.4% | +19.9% | +24.5% |
| 6M | +1.8% | +0.6% | +1.2% | +1.7% |
| YTD | +26.8% | +18.8% | +8.0% | +23.4% |
| 1Y | +66.7% | +31.0% | +35.7% | +59.5% |
| 3Y | +579.1% | +118.1% | +461.0% | +499.1% |
| 5Y | +689.3% | +193.0% | +496.3% | +562.2% |
| All | +672.3% | +220.1% | +452.2% | +406.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling