+82.3%
INDA vs ITUB
+220.1%
-137.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -2.7% | +2.2% | -4.9% | -3.3% |
| 30D | -2.8% | +12.6% | -15.4% | -5.7% |
| 3M | +1.6% | +6.4% | -4.8% | -0.2% |
| 6M | -1.4% | +0.6% | -2.0% | -2.0% |
| YTD | -10.1% | +18.8% | -29.0% | -14.7% |
| 1Y | -8.8% | +31.0% | -39.8% | -15.7% |
| 3Y | +7.6% | +118.1% | -110.5% | -14.6% |
| 5Y | +5.8% | +193.0% | -187.3% | -26.0% |
| All | +82.3% | +220.1% | -137.8% | +13.2% |
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 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