+207.2%
COMP vs ITUB
+116.5%
+90.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | +1.4% | +8.7% | -7.3% | -2.8% |
| 30D | -13.3% | -0.7% | -12.6% | -13.2% |
| 3M | +41.1% | +7.8% | +33.3% | +35.0% |
| 6M | +17.2% | -3.4% | +20.6% | +18.5% |
| YTD | +5.2% | +16.3% | -11.1% | -2.3% |
| 1Y | +18.9% | +29.8% | -10.9% | +4.2% |
| All | +207.2% | +116.5% | +90.7% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling