-40.5%
C vs ITUB
+1,920.1%
-1,960.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.1% |
| 7D | +3.6% | +8.7% | -5.1% | -0.3% |
| 30D | +0.1% | -0.7% | +0.8% | +0.1% |
| 3M | +2.4% | +7.8% | -5.4% | -1.5% |
| 6M | +24.9% | -3.4% | +28.3% | +26.0% |
| YTD | +19.8% | +16.3% | +3.5% | +10.5% |
| 1Y | +44.9% | +29.8% | +15.0% | +26.3% |
| 3Y | +263.0% | +111.1% | +151.9% | +145.5% |
| 5Y | +129.5% | +173.6% | -44.0% | +29.2% |
| 10Y | +291.6% | +193.2% | +98.4% | +87.6% |
| All | -40.5% | +1,920.1% | -1,960.6% | -82.2% |
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