+65.2%
CAPR vs ITUB
+8.3%
+56.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.2% | -9.1% | -7.1% |
| 7D | +5.9% | +1.9% | +4.0% | +5.9% |
| 30D | +44.6% | -22.2% | +66.8% | +44.4% |
| 3M | +126.4% | +2.7% | +123.7% | +124.7% |
| 6M | -68.6% | -3.0% | -65.6% | -69.3% |
| YTD | -67.0% | +7.5% | -74.5% | -60.8% |
| 1Y | +65.2% | +10.5% | +54.7% | +101.4% |
| All | +65.2% | +8.3% | +56.8% | +101.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling