-46.0%
C vs ITUB
+1,772.8%
-1,818.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.6% |
| 7D | -0.4% | +3.7% | -4.1% | -2.1% |
| 30D | -5.3% | -24.9% | +19.6% | +6.0% |
| 3M | -8.0% | +0.8% | -8.8% | -11.0% |
| 6M | -0.3% | -6.6% | +6.4% | -0.4% |
| YTD | +8.6% | +7.8% | +0.8% | +0.8% |
| 1Y | +25.8% | +7.4% | +18.5% | +16.6% |
| 3Y | +221.2% | +78.8% | +142.4% | +128.6% |
| 5Y | +113.6% | +179.9% | -66.3% | +16.3% |
| 10Y | +218.3% | +170.9% | +47.4% | +55.5% |
| All | -46.0% | +1,772.8% | -1,818.8% | -83.8% |
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