+543.3%
D vs ITUB
+1,775.9%
-1,232.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.9% |
| 7D | +0.8% | +5.5% | -4.7% | 0.0% |
| 30D | +10.7% | -25.6% | +36.3% | +15.2% |
| 3M | +2.3% | -4.7% | +7.0% | +2.1% |
| 6M | +12.5% | -8.6% | +21.1% | +12.9% |
| YTD | +20.1% | +7.9% | +12.1% | +17.0% |
| 1Y | +15.6% | +11.2% | +4.4% | +12.0% |
| 3Y | +75.2% | +82.6% | -7.5% | +55.6% |
| 5Y | +14.6% | +192.7% | -178.1% | -7.0% |
| 10Y | +43.8% | +144.7% | -100.9% | +12.1% |
| All | +543.3% | +1,775.9% | -1,232.6% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling