+22.4%
IP vs ITUB
+176.3%
-153.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.9% |
| 7D | -2.8% | +3.7% | -6.5% | -3.7% |
| 30D | +9.2% | -24.9% | +34.1% | +16.6% |
| 3M | -16.1% | +0.8% | -16.9% | -17.9% |
| 6M | +9.6% | -6.6% | +16.2% | +9.3% |
| YTD | -8.8% | +7.8% | -16.6% | -12.8% |
| 1Y | -5.5% | +7.4% | -12.9% | -9.8% |
| 3Y | +19.6% | +78.8% | -59.2% | -3.0% |
| 5Y | -13.5% | +179.9% | -193.3% | -41.4% |
| 10Y | +22.4% | +170.9% | -148.5% | -16.2% |
| All | +22.4% | +176.3% | -153.8% | -16.2% |
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