+294.7%
C vs ITUB
+197.6%
+97.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.5% | +1.9% |
| 7D | +2.6% | 0.0% | +2.6% | +2.5% |
| 30D | +1.9% | +2.6% | -0.7% | +0.7% |
| 3M | +2.8% | +8.4% | -5.6% | -0.8% |
| 6M | +30.6% | -0.5% | +31.1% | +30.1% |
| YTD | +19.9% | +15.3% | +4.6% | +12.3% |
| 1Y | +44.6% | +28.7% | +15.8% | +29.1% |
| 3Y | +272.1% | +118.7% | +153.5% | +162.4% |
| 5Y | +132.0% | +182.7% | -50.7% | +38.8% |
| 10Y | +294.7% | +207.6% | +87.1% | +122.9% |
| All | +294.7% | +197.6% | +97.1% | +122.9% |
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