-15.8%
F vs ITUB
+184.7%
-200.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | +1.6% | +3.7% | -2.1% | +0.6% |
| 30D | +2.6% | -24.1% | +26.7% | +9.2% |
| 3M | -8.8% | -9.6% | +0.7% | -8.3% |
| 6M | +4.6% | -11.5% | +16.2% | +5.6% |
| YTD | -1.9% | +5.5% | -7.4% | -6.0% |
| 1Y | -0.8% | +9.9% | -10.6% | -6.2% |
| 3Y | +43.5% | +84.8% | -41.3% | +14.7% |
| All | -15.8% | +184.7% | -200.5% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling