+59.2%
DD vs ITUB
+178.1%
-118.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.9% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -9.2% | +2.6% | -11.8% | -10.0% |
| 3M | -9.0% | +8.4% | -17.4% | -11.2% |
| 6M | -5.0% | -0.5% | -4.4% | -5.2% |
| YTD | +7.4% | +15.3% | -7.9% | +3.0% |
| 1Y | +35.1% | +28.7% | +6.4% | +25.6% |
| 3Y | +43.2% | +118.7% | -75.4% | +15.7% |
| All | +59.2% | +178.1% | -118.9% | +15.5% |
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