+91.7%
F vs ITUB
+206.0%
-114.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.0% | -6.2% | -4.9% |
| 7D | +1.2% | +8.2% | -7.1% | -1.5% |
| 30D | +1.2% | +4.7% | -3.5% | -0.4% |
| 3M | -5.7% | +13.0% | -18.7% | -9.6% |
| 6M | +17.9% | +4.2% | +13.8% | +15.7% |
| YTD | +10.4% | +18.6% | -8.2% | +3.7% |
| 1Y | +25.3% | +31.3% | -5.9% | +13.6% |
| 3Y | +37.5% | +124.9% | -87.4% | +2.6% |
| 5Y | +46.5% | +195.6% | -149.1% | -4.5% |
| All | +91.7% | +206.0% | -114.4% | +16.7% |
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