+94.7%
F vs ITUB
+1,775.9%
-1,681.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.1% |
| 7D | -0.6% | +5.5% | -6.1% | -2.4% |
| 30D | +2.9% | -25.6% | +28.4% | +12.1% |
| 3M | -9.5% | -4.7% | -4.8% | -9.9% |
| 6M | +4.0% | -8.6% | +12.6% | +4.7% |
| YTD | -1.3% | +7.9% | -9.2% | -6.3% |
| 1Y | -1.9% | +11.2% | -13.1% | -8.1% |
| 3Y | +53.5% | +82.6% | -29.2% | +19.5% |
| 5Y | -15.1% | +192.7% | -207.9% | -45.6% |
| 10Y | +81.0% | +144.7% | -63.7% | +11.1% |
| All | +94.7% | +1,775.9% | -1,681.2% | -36.5% |
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