+131.6%
C vs ITUB
+181.4%
-49.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.3% |
| 7D | +3.2% | +8.2% | -5.1% | +0.7% |
| 30D | +1.3% | +4.7% | -3.4% | -0.3% |
| 3M | +3.1% | +13.0% | -9.9% | -0.9% |
| 6M | +29.6% | +4.2% | +25.4% | +27.5% |
| YTD | +19.0% | +18.6% | +0.4% | +12.5% |
| 1Y | +45.6% | +31.3% | +14.4% | +33.3% |
| 3Y | +269.3% | +124.9% | +144.4% | +184.6% |
| 5Y | +131.6% | +195.6% | -64.0% | +54.3% |
| All | +131.6% | +181.4% | -49.8% | +54.3% |
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 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