+111.6%
INDA vs ITUB
+137.9%
-26.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.1% |
| 7D | -1.0% | +8.2% | -9.2% | -3.0% |
| 30D | -2.5% | +4.7% | -7.2% | -3.8% |
| 3M | +4.0% | +13.0% | -9.0% | +0.5% |
| 6M | -1.8% | +4.2% | -6.0% | -3.3% |
| YTD | -9.2% | +18.6% | -27.7% | -13.7% |
| 1Y | -7.2% | +31.3% | -38.4% | -14.3% |
| 3Y | +9.8% | +124.9% | -115.1% | -13.5% |
| 5Y | +7.5% | +195.6% | -188.1% | -24.4% |
| 10Y | +80.8% | +196.4% | -115.6% | +16.9% |
| All | +111.6% | +137.9% | -26.3% | +38.4% |
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