+66.9%
DD vs ITUB
+220.1%
-153.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | -3.5% | +2.2% | -5.7% | -4.1% |
| 30D | -11.7% | +12.6% | -24.3% | -14.8% |
| 3M | -9.2% | +6.4% | -15.6% | -11.2% |
| 6M | -7.2% | +0.6% | -7.8% | -7.8% |
| YTD | +6.6% | +18.8% | -12.2% | +0.6% |
| 1Y | +32.0% | +31.0% | +1.0% | +20.7% |
| 3Y | +42.1% | +118.1% | -75.9% | +10.3% |
| 5Y | +58.1% | +193.0% | -135.0% | +8.1% |
| All | +66.9% | +220.1% | -153.2% | +7.8% |
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