-58.8%
CAPR vs ITUB
+176.3%
-235.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +2.2% | +24.3% | +25.8% |
| 7D | +25.8% | +3.7% | +22.1% | +24.7% |
| 30D | +50.2% | -24.9% | +75.1% | +62.6% |
| 3M | +185.5% | +0.8% | +184.7% | +178.5% |
| 6M | -64.8% | -6.6% | -58.2% | -65.4% |
| YTD | -61.1% | +7.8% | -68.9% | -63.8% |
| 1Y | +81.0% | +7.4% | +73.6% | +68.1% |
| 3Y | +300.7% | +78.8% | +221.9% | +208.9% |
| 5Y | +223.3% | +179.9% | +43.5% | +102.4% |
| 10Y | -58.8% | +170.9% | -229.6% | -75.0% |
| All | -58.8% | +176.3% | -235.0% | -75.0% |
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