-44.8%
COMP vs ITUB
+219.7%
-264.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +1.4% | +8.7% | -7.3% | -2.5% |
| 30D | -13.3% | -0.7% | -12.6% | -13.2% |
| 3M | +41.1% | +7.8% | +33.3% | +35.6% |
| 6M | +17.2% | -3.4% | +20.6% | +18.8% |
| YTD | +5.2% | +16.3% | -11.1% | -2.0% |
| 1Y | +18.9% | +29.8% | -10.9% | +5.0% |
| 3Y | +215.9% | +111.1% | +104.8% | +117.7% |
| 5Y | -31.2% | +173.6% | -204.7% | -58.7% |
| All | -44.8% | +219.7% | -264.5% | -69.4% |
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 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