+35.5%
D vs ITUB
+219.0%
-183.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.4% |
| 7D | -1.6% | +1.0% | -2.6% | -1.8% |
| 30D | -3.5% | +10.7% | -14.2% | -4.9% |
| 3M | -1.6% | +10.1% | -11.7% | -3.1% |
| 6M | +5.8% | -0.1% | +5.9% | +5.4% |
| YTD | +14.5% | +18.4% | -3.9% | +11.2% |
| 1Y | +14.2% | +31.3% | -17.1% | +9.2% |
| 3Y | +59.0% | +124.6% | -65.6% | +39.8% |
| 5Y | +5.4% | +192.0% | -186.6% | -12.1% |
| All | +35.5% | +219.0% | -183.5% | +5.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling