+67.3%
F vs ITUB
+175.8%
-108.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.6% |
| 7D | -3.1% | +1.9% | -5.0% | -3.7% |
| 30D | 0.0% | -22.2% | +22.2% | +7.0% |
| 3M | -13.2% | +2.7% | -15.9% | -15.8% |
| 6M | -10.2% | -3.0% | -7.2% | -11.5% |
| YTD | -4.9% | +7.5% | -12.5% | -9.8% |
| 1Y | -6.1% | +10.5% | -16.5% | -11.8% |
| 3Y | +46.0% | +81.0% | -35.0% | +14.1% |
| 5Y | -15.7% | +181.8% | -197.5% | -45.5% |
| All | +67.3% | +175.8% | -108.5% | +10.1% |
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