-48.3%
C vs ITUB
+1,733.1%
-1,781.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.1% |
| 7D | -2.4% | +3.7% | -6.1% | -4.0% |
| 30D | -6.0% | -24.1% | +18.1% | +4.8% |
| 3M | -10.5% | -9.6% | -1.0% | -9.2% |
| 6M | -5.7% | -11.5% | +5.8% | -3.6% |
| YTD | +4.1% | +5.5% | -1.4% | -2.4% |
| 1Y | +20.5% | +9.9% | +10.6% | +10.4% |
| 3Y | +208.1% | +84.8% | +123.3% | +115.8% |
| 5Y | +110.4% | +182.6% | -72.2% | +14.0% |
| 10Y | +234.6% | +141.7% | +92.9% | +71.5% |
| All | -48.3% | +1,733.1% | -1,781.4% | -84.3% |
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