+19.7%
COMP vs ITUB
+8.7%
+11.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.4% | +9.4% | +10.3% |
| 7D | +13.4% | +3.7% | +9.8% | +12.2% |
| 30D | +11.1% | -24.1% | +35.2% | +19.5% |
| 3M | -18.8% | -9.6% | -9.3% | -19.6% |
| 6M | +10.5% | -11.5% | +22.0% | +10.0% |
| YTD | -3.4% | +5.5% | -8.9% | -4.1% |
| 1Y | +19.7% | +9.9% | +9.8% | +17.2% |
| All | +19.7% | +8.7% | +11.0% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling