-12.1%
DOW vs ITUB
+83.4%
-95.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.2% |
| 7D | -1.4% | +2.2% | -3.6% | -2.2% |
| 30D | -3.9% | +12.6% | -16.5% | -8.0% |
| 3M | -12.7% | +6.4% | -19.1% | -15.1% |
| 6M | -13.7% | +0.6% | -14.3% | -15.5% |
| YTD | +28.4% | +18.8% | +9.5% | +17.1% |
| 1Y | +21.8% | +31.0% | -9.3% | +6.4% |
| 3Y | -35.7% | +118.1% | -153.8% | -55.1% |
| 5Y | -36.8% | +193.0% | -229.9% | -64.0% |
| All | -12.1% | +83.4% | -95.4% | -45.3% |
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 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