+1,059.5%
CI vs ITUB
+1,772.8%
-713.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.1% |
| 7D | -1.3% | +3.7% | -5.0% | -2.2% |
| 30D | +6.4% | -24.9% | +31.3% | +13.0% |
| 3M | +10.7% | +0.8% | +9.9% | +8.8% |
| 6M | +5.5% | -6.6% | +12.1% | +5.3% |
| YTD | +11.4% | +7.8% | +3.6% | +6.7% |
| 1Y | +15.0% | +7.4% | +7.7% | +10.1% |
| 3Y | +9.0% | +78.8% | -69.8% | -9.8% |
| 5Y | +52.0% | +179.9% | -127.9% | +9.0% |
| 10Y | +150.9% | +170.9% | -20.0% | +67.7% |
| All | +1,059.5% | +1,772.8% | -713.3% | +515.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling