+51.9%
DOW vs ITUB
+9.0%
+42.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -2.8% |
| 7D | -4.2% | -1.6% | -2.6% | -4.3% |
| 30D | +14.7% | -26.6% | +41.3% | +11.4% |
| 3M | +9.1% | -11.1% | +20.1% | +8.1% |
| 6M | -17.7% | -13.1% | -4.6% | -18.3% |
| YTD | +44.6% | +3.9% | +40.8% | +36.3% |
| 1Y | +51.9% | +9.8% | +42.1% | +37.9% |
| All | +51.9% | +9.0% | +42.9% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling