+6.5%
D vs ITUB
+181.4%
-174.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.4% |
| 7D | +0.8% | +8.2% | -7.5% | -0.2% |
| 30D | -0.7% | +4.7% | -5.4% | -1.3% |
| 3M | +2.1% | +13.0% | -10.9% | +0.5% |
| 6M | +6.8% | +4.2% | +2.7% | +6.0% |
| YTD | +16.5% | +18.6% | -2.0% | +13.6% |
| 1Y | +19.2% | +31.3% | -12.1% | +14.6% |
| 3Y | +61.9% | +124.9% | -63.0% | +44.9% |
| 5Y | +6.5% | +195.6% | -189.1% | -6.7% |
| All | +6.5% | +181.4% | -174.9% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling