+3.9%
CI vs ITUB
+125.3%
-121.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.0% |
| 7D | -2.0% | +8.2% | -10.3% | -2.5% |
| 30D | -1.8% | +4.7% | -6.5% | -2.2% |
| 3M | -4.2% | +13.0% | -17.2% | -5.1% |
| 6M | +2.7% | +4.2% | -1.5% | +2.1% |
| YTD | +1.9% | +18.6% | -16.6% | +0.4% |
| 1Y | -6.3% | +31.3% | -37.5% | -8.2% |
| 3Y | +3.9% | +124.9% | -121.0% | +1.4% |
| All | +3.9% | +125.3% | -121.4% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling