+263.5%
B vs ITUB
+1,920.1%
-1,656.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.0% |
| 7D | -1.6% | +8.7% | -10.3% | -3.3% |
| 30D | +9.4% | -0.7% | +10.1% | +9.5% |
| 3M | +5.0% | +7.8% | -2.8% | +3.3% |
| 6M | -3.5% | -3.4% | -0.1% | -2.9% |
| YTD | +4.5% | +16.3% | -11.8% | +1.3% |
| 1Y | +67.8% | +29.8% | +38.0% | +59.0% |
| 3Y | +196.7% | +111.1% | +85.6% | +153.3% |
| 5Y | +151.9% | +173.6% | -21.6% | +98.4% |
| 10Y | +202.2% | +193.2% | +8.9% | +113.1% |
| All | +263.5% | +1,920.1% | -1,656.6% | +62.3% |
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 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