+35.6%
D vs ITUB
+210.5%
-174.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.3% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -2.1% | +2.6% | -4.7% | -2.5% |
| 3M | -0.7% | +8.4% | -9.2% | -2.0% |
| 6M | +5.6% | -0.5% | +6.1% | +5.3% |
| YTD | +14.6% | +15.3% | -0.7% | +11.7% |
| 1Y | +15.3% | +28.7% | -13.4% | +10.6% |
| 3Y | +59.1% | +118.7% | -59.5% | +40.4% |
| 5Y | +3.9% | +182.7% | -178.8% | -13.0% |
| All | +35.6% | +210.5% | -174.9% | +5.7% |
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