-49.3%
COMP vs ITUB
+190.1%
-239.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.4% | +9.4% | +10.2% |
| 7D | +13.4% | +3.7% | +9.8% | +11.9% |
| 30D | +11.1% | -24.1% | +35.2% | +22.9% |
| 3M | -18.8% | -9.6% | -9.3% | -17.9% |
| 6M | +10.5% | -11.5% | +22.0% | +12.7% |
| YTD | -3.4% | +5.5% | -8.9% | -9.0% |
| 1Y | +19.7% | +9.9% | +9.8% | +10.3% |
| 3Y | +381.6% | +84.8% | +296.8% | +241.1% |
| 5Y | -17.6% | +182.6% | -200.2% | -51.1% |
| All | -49.3% | +190.1% | -239.5% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling