+153.8%
B vs ITUB
+181.4%
-27.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.4% | -1.9% |
| 7D | +2.3% | +8.2% | -5.9% | +0.6% |
| 30D | +1.4% | +4.7% | -3.4% | +0.3% |
| 3M | +12.2% | +13.0% | -0.8% | +9.2% |
| 6M | -2.1% | +4.2% | -6.3% | -3.1% |
| YTD | +2.9% | +18.6% | -15.6% | -0.1% |
| 1Y | +55.3% | +31.3% | +24.1% | +48.1% |
| 3Y | +198.7% | +124.9% | +73.8% | +164.6% |
| 5Y | +153.8% | +195.6% | -41.8% | +113.0% |
| All | +153.8% | +181.4% | -27.6% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling