+127.3%
F vs ITUB
+1,920.1%
-1,792.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.7% |
| 7D | +5.3% | +8.7% | -3.4% | +2.4% |
| 30D | +4.6% | -0.7% | +5.3% | +4.7% |
| 3M | -3.7% | +7.8% | -11.5% | -6.3% |
| 6M | +16.8% | -3.4% | +20.2% | +17.5% |
| YTD | +15.3% | +16.3% | -1.0% | +8.8% |
| 1Y | +31.0% | +29.8% | +1.2% | +18.7% |
| 3Y | +45.4% | +111.1% | -65.6% | +9.8% |
| 5Y | +54.7% | +173.6% | -118.9% | +2.7% |
| 10Y | +98.2% | +193.2% | -95.0% | +16.3% |
| All | +127.3% | +1,920.1% | -1,792.7% | -26.2% |
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