-50.2%
COMP vs ITUB
+189.3%
-239.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.2% | -1.1% |
| 7D | +8.9% | +1.1% | +7.8% | +8.6% |
| 30D | +14.0% | -25.4% | +39.4% | +27.3% |
| 3M | -21.1% | -0.3% | -20.8% | -23.6% |
| 6M | +20.1% | -8.0% | +28.0% | +20.4% |
| YTD | -5.0% | +5.2% | -10.2% | -10.3% |
| 1Y | +5.7% | +7.4% | -1.7% | -1.5% |
| 3Y | +412.2% | +74.5% | +337.7% | +272.9% |
| 5Y | -12.1% | +175.8% | -187.9% | -47.5% |
| All | -50.2% | +189.3% | -239.5% | -72.0% |
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