+980.7%
CI vs ITUB
+1,920.1%
-939.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.1% |
| 7D | +1.3% | +8.7% | -7.4% | -0.8% |
| 30D | +4.4% | -0.7% | +5.1% | +4.5% |
| 3M | +0.7% | +7.8% | -7.1% | -1.4% |
| 6M | +0.3% | -3.4% | +3.8% | +0.4% |
| YTD | +3.8% | +16.3% | -12.5% | -1.0% |
| 1Y | -5.5% | +29.8% | -35.3% | -12.4% |
| 3Y | +8.1% | +111.1% | -103.0% | -13.1% |
| 5Y | +42.8% | +173.6% | -130.8% | +4.2% |
| 10Y | +143.9% | +193.2% | -49.4% | +61.3% |
| All | +980.7% | +1,920.1% | -939.4% | +471.6% |
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