+394.2%
COR vs ITUB
+219.0%
+175.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.5% | -1.2% |
| 7D | -4.8% | +1.0% | -5.8% | -5.0% |
| 30D | -3.7% | +10.7% | -14.4% | -5.3% |
| 3M | +14.3% | +10.1% | +4.3% | +12.3% |
| 6M | -8.5% | -0.1% | -8.4% | -8.8% |
| YTD | -4.4% | +18.4% | -22.8% | -7.4% |
| 1Y | +9.1% | +31.3% | -22.1% | +3.8% |
| 3Y | +85.2% | +124.6% | -39.4% | +58.1% |
| 5Y | +180.7% | +192.0% | -11.3% | +122.8% |
| All | +394.2% | +219.0% | +175.3% | +271.3% |
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