+121.8%
INDA vs ITUB
+115.8%
+6.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.7% |
| 7D | +1.1% | +1.9% | -0.8% | +0.6% |
| 30D | +9.4% | -22.2% | +31.6% | +15.3% |
| 3M | +2.9% | +2.7% | +0.2% | +0.6% |
| 6M | +7.2% | -3.0% | +10.2% | +6.0% |
| YTD | -4.8% | +7.5% | -12.3% | -8.7% |
| 1Y | -5.1% | +10.5% | -15.5% | -9.7% |
| 3Y | +16.7% | +81.0% | -64.3% | -4.1% |
| 5Y | +8.8% | +181.8% | -173.0% | -23.5% |
| 10Y | +116.2% | +170.2% | -53.9% | +41.4% |
| All | +121.8% | +115.8% | +6.0% | +46.4% |
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