-8.7%
COMP vs ITUB
+181.1%
-189.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.7% |
| 7D | 0.0% | +1.9% | -1.9% | -0.7% |
| 30D | +16.6% | -22.2% | +38.7% | +28.8% |
| 3M | -23.5% | +2.7% | -26.2% | -27.3% |
| 6M | +25.7% | -3.0% | +28.7% | +22.5% |
| YTD | -3.4% | +7.5% | -10.9% | -10.7% |
| 1Y | +7.6% | +10.5% | -2.9% | -2.4% |
| 3Y | +423.6% | +81.0% | +342.6% | +254.1% |
| All | -8.7% | +181.1% | -189.8% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling