+199.9%
B vs ITUB
+219.0%
-19.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.3% | -2.9% |
| 7D | -5.0% | +1.0% | -6.0% | -5.2% |
| 30D | +8.7% | +10.7% | -2.0% | +7.0% |
| 3M | +17.3% | +10.1% | +7.2% | +15.6% |
| 6M | -5.0% | -0.1% | -4.9% | -5.1% |
| YTD | +1.4% | +18.4% | -17.0% | -0.8% |
| 1Y | +50.5% | +31.3% | +19.2% | +45.2% |
| 3Y | +194.4% | +124.6% | +69.7% | +165.8% |
| 5Y | +156.7% | +192.0% | -35.3% | +122.3% |
| All | +199.9% | +219.0% | -19.1% | +104.5% |
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 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