+49.1%
D vs ITUB
+175.8%
-126.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.1% |
| 7D | -1.4% | +1.9% | -3.3% | -1.6% |
| 30D | +7.7% | -22.2% | +29.9% | +10.8% |
| 3M | -0.3% | +2.7% | -3.0% | -1.5% |
| 6M | +10.1% | -3.0% | +13.0% | +9.4% |
| YTD | +19.1% | +7.5% | +11.6% | +16.3% |
| 1Y | +15.9% | +10.5% | +5.4% | +12.7% |
| 3Y | +75.0% | +81.0% | -6.0% | +57.6% |
| 5Y | +13.4% | +181.8% | -168.4% | -5.1% |
| All | +49.1% | +175.8% | -126.7% | +20.0% |
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