+12.6%
COMP vs ITUB
+30.7%
-18.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.3% | -4.4% |
| 7D | +4.1% | +8.2% | -4.2% | -0.2% |
| 30D | -14.5% | +4.7% | -19.2% | -16.7% |
| 3M | +41.8% | +13.0% | +28.8% | +31.1% |
| 6M | +23.6% | +4.2% | +19.4% | +19.9% |
| YTD | +1.7% | +18.6% | -16.9% | -3.2% |
| 1Y | +12.6% | +31.3% | -18.7% | -1.8% |
| All | +12.6% | +30.7% | -18.1% | -1.8% |
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