+202.4%
COPX vs ITUB
+139.5%
+62.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.1% | +3.2% |
| 7D | +5.8% | +8.2% | -2.5% | +2.0% |
| 30D | +7.2% | +4.7% | +2.5% | +4.9% |
| 3M | +16.5% | +13.0% | +3.5% | +10.1% |
| 6M | +18.4% | +4.2% | +14.3% | +16.4% |
| YTD | +31.9% | +18.6% | +13.4% | +22.8% |
| 1Y | +88.5% | +31.3% | +57.2% | +67.3% |
| 3Y | +173.1% | +124.9% | +48.2% | +87.9% |
| 5Y | +193.1% | +195.6% | -2.5% | +70.3% |
| 10Y | +591.7% | +196.4% | +395.3% | +240.8% |
| All | +202.4% | +139.5% | +62.9% | +41.6% |
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