+520.7%
D vs ITUB
+1,920.1%
-1,399.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | +1.5% | +8.7% | -7.3% | +0.1% |
| 30D | -2.6% | -0.7% | -1.9% | -2.6% |
| 3M | 0.0% | +7.8% | -7.8% | -1.4% |
| 6M | +7.4% | -3.4% | +10.8% | +7.5% |
| YTD | +15.9% | +16.3% | -0.4% | +12.5% |
| 1Y | +18.1% | +29.8% | -11.7% | +12.6% |
| 3Y | +58.4% | +111.1% | -52.7% | +38.6% |
| 5Y | +5.2% | +173.6% | -168.4% | -13.4% |
| 10Y | +35.9% | +193.2% | -157.4% | +3.7% |
| All | +520.7% | +1,920.1% | -1,399.4% | +216.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling