+337.5%
COP vs ITUB
+219.0%
+118.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.5% |
| 7D | +1.0% | +1.0% | 0.0% | +0.6% |
| 30D | +9.6% | +10.7% | -1.2% | +5.8% |
| 3M | +15.0% | +10.1% | +5.0% | +10.8% |
| 6M | +21.8% | -0.1% | +21.9% | +19.8% |
| YTD | +49.6% | +18.4% | +31.2% | +37.6% |
| 1Y | +49.9% | +31.3% | +18.6% | +32.3% |
| 3Y | +22.6% | +124.6% | -102.0% | -14.1% |
| 5Y | +193.6% | +192.0% | +1.6% | +75.8% |
| All | +337.5% | +219.0% | +118.6% | +144.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling