-78.0%
CAPR vs ITUB
+210.5%
-288.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.9% | -3.8% |
| 7D | -12.6% | 0.0% | -12.6% | -12.7% |
| 30D | +124.4% | +2.6% | +121.8% | +122.4% |
| 3M | -66.8% | +8.4% | -75.2% | -68.2% |
| 6M | -71.8% | -0.5% | -71.2% | -72.3% |
| YTD | -70.1% | +15.3% | -85.3% | -72.1% |
| 1Y | +33.3% | +28.7% | +4.6% | +19.5% |
| 3Y | +36.7% | +118.7% | -82.0% | +1.0% |
| 5Y | +72.5% | +182.7% | -110.2% | +10.0% |
| All | -78.0% | +210.5% | -288.5% | -88.4% |
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