+93.3%
F vs ITUB
+1,733.1%
-1,639.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | +1.0% | +4.9% | -3.9% | -0.6% |
| 30D | +2.1% | -27.2% | +29.4% | +12.1% |
| 3M | -10.3% | -6.1% | -4.2% | -10.2% |
| 6M | +3.3% | -10.7% | +13.9% | +4.7% |
| YTD | -2.0% | +5.5% | -7.5% | -6.3% |
| 1Y | -2.3% | +7.8% | -10.1% | -7.5% |
| 3Y | +49.9% | +75.0% | -25.1% | +18.4% |
| 5Y | -12.5% | +178.6% | -191.0% | -42.9% |
| 10Y | +74.3% | +162.9% | -88.6% | +4.6% |
| All | +93.3% | +1,733.1% | -1,639.9% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling