+26.5%
IP vs ITUB
+131.3%
-104.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.5% |
| 7D | -5.1% | +3.7% | -8.7% | -5.9% |
| 30D | +8.5% | -24.1% | +32.6% | +15.4% |
| 3M | -13.8% | -9.6% | -4.3% | -13.2% |
| 6M | +5.7% | -11.5% | +17.3% | +7.1% |
| YTD | -9.1% | +5.5% | -14.6% | -12.6% |
| 1Y | -0.8% | +9.9% | -10.7% | -5.8% |
| 3Y | +14.8% | +84.8% | -70.0% | -7.6% |
| 5Y | -11.5% | +182.6% | -194.2% | -39.9% |
| All | +26.5% | +131.3% | -104.8% | -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