+272.2%
CME vs ITUB
+219.0%
+53.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -3.0% | -0.6% |
| 7D | -2.4% | +1.0% | -3.3% | -2.5% |
| 30D | +6.2% | +10.7% | -4.5% | +4.5% |
| 3M | +4.4% | +10.1% | -5.7% | +2.7% |
| 6M | -9.6% | -0.1% | -9.5% | -10.1% |
| YTD | +3.8% | +18.4% | -14.6% | +0.2% |
| 1Y | +9.5% | +31.3% | -21.7% | +3.9% |
| 3Y | +51.9% | +124.6% | -72.7% | +29.9% |
| 5Y | +78.7% | +192.0% | -113.3% | +41.6% |
| All | +272.2% | +219.0% | +53.3% | +186.6% |
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 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