+407.9%
DD vs ITUB
+1,959.7%
-1,551.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.8% |
| 7D | -0.6% | +8.2% | -8.8% | -3.2% |
| 30D | -7.4% | +4.7% | -12.1% | -9.0% |
| 3M | -6.4% | +13.0% | -19.4% | -10.4% |
| 6M | -2.5% | +4.2% | -6.6% | -4.3% |
| YTD | +10.2% | +18.6% | -8.3% | +3.5% |
| 1Y | +36.9% | +31.3% | +5.7% | +24.0% |
| 3Y | +47.0% | +124.9% | -77.9% | +9.9% |
| 5Y | +63.1% | +195.6% | -132.5% | +7.2% |
| 10Y | +68.2% | +196.4% | -128.2% | -0.9% |
| All | +407.9% | +1,959.7% | -1,551.8% | +82.5% |
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 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