+358.9%
CBOE vs ITUB
+220.1%
+138.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -5.8% | +2.2% | -8.0% | -6.0% |
| 30D | -3.1% | +12.6% | -15.8% | -4.3% |
| 3M | -4.8% | +6.4% | -11.2% | -5.5% |
| 6M | -0.6% | +0.6% | -1.2% | -1.0% |
| YTD | +12.8% | +18.8% | -6.1% | +10.0% |
| 1Y | +19.8% | +31.0% | -11.2% | +15.4% |
| 3Y | +86.9% | +118.1% | -31.1% | +67.7% |
| 5Y | +136.5% | +193.0% | -56.5% | +100.7% |
| All | +358.9% | +220.1% | +138.8% | +269.9% |
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