+217.3%
B vs ITUB
+1,772.8%
-1,555.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.0% |
| 7D | -2.7% | +3.7% | -6.4% | -3.4% |
| 30D | -4.3% | -24.9% | +20.6% | +0.8% |
| 3M | -2.3% | +0.8% | -3.1% | -3.4% |
| 6M | -16.2% | -6.6% | -9.6% | -15.9% |
| YTD | -8.8% | +7.8% | -16.6% | -11.1% |
| 1Y | +11.4% | +7.4% | +4.0% | +8.6% |
| 3Y | +174.3% | +78.8% | +95.5% | +140.1% |
| 5Y | +116.2% | +179.9% | -63.7% | +68.7% |
| 10Y | +222.7% | +170.9% | +51.9% | +129.3% |
| All | +217.3% | +1,772.8% | -1,555.6% | +42.5% |
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 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