+48.4%
D vs ITUB
+176.3%
-127.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -0.7% |
| 7D | -2.4% | +3.7% | -6.1% | -2.9% |
| 30D | +9.0% | -24.9% | +33.9% | +12.6% |
| 3M | +1.0% | +0.8% | +0.2% | 0.0% |
| 6M | +11.0% | -6.6% | +17.6% | +10.9% |
| YTD | +19.8% | +7.8% | +12.0% | +17.0% |
| 1Y | +16.0% | +7.4% | +8.6% | +13.2% |
| 3Y | +74.4% | +78.8% | -4.4% | +57.3% |
| 5Y | +13.5% | +179.9% | -166.3% | -4.9% |
| 10Y | +48.4% | +170.9% | -122.5% | +19.2% |
| All | +48.4% | +176.3% | -127.9% | +19.2% |
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