+75.9%
DE vs ITUB
+120.9%
-45.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -2.6% | +2.2% | -4.8% | -3.0% |
| 30D | +9.0% | +12.6% | -3.6% | +6.3% |
| 3M | +19.1% | +6.4% | +12.7% | +17.2% |
| 6M | +14.4% | +0.6% | +13.8% | +13.6% |
| YTD | +45.9% | +18.8% | +27.1% | +39.9% |
| 1Y | +43.6% | +31.0% | +12.6% | +34.5% |
| 3Y | +75.9% | +118.1% | -42.2% | +41.3% |
| All | +75.9% | +120.9% | -45.0% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling