+41.9%
CI vs ITUB
+181.4%
-139.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.1% |
| 7D | -2.0% | +8.2% | -10.3% | -3.1% |
| 30D | -1.8% | +4.7% | -6.5% | -2.5% |
| 3M | -4.2% | +13.0% | -17.2% | -5.9% |
| 6M | +2.7% | +4.2% | -1.5% | +1.7% |
| YTD | +1.9% | +18.6% | -16.6% | -1.1% |
| 1Y | -6.3% | +31.3% | -37.5% | -10.4% |
| 3Y | +3.9% | +124.9% | -121.0% | -9.6% |
| 5Y | +41.9% | +195.6% | -153.7% | +14.2% |
| All | +41.9% | +181.4% | -139.5% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling