+72.2%
F vs ITUB
+154.1%
-81.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.2% |
| 7D | -0.2% | +4.9% | -5.1% | -1.7% |
| 30D | +0.9% | -27.2% | +28.1% | +10.3% |
| 3M | -11.3% | -6.1% | -5.2% | -11.5% |
| 6M | +2.0% | -10.7% | +12.7% | +3.2% |
| YTD | -3.2% | +5.5% | -8.7% | -7.5% |
| 1Y | -3.5% | +7.8% | -11.3% | -8.7% |
| 3Y | +48.1% | +75.0% | -26.9% | +17.1% |
| 5Y | -13.5% | +178.6% | -192.1% | -43.9% |
| 10Y | +72.2% | +162.9% | -90.7% | +13.1% |
| All | +72.2% | +154.1% | -81.9% | +13.1% |
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