-2.8%
IP vs ITUB
+8.1%
-10.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | 0.0% | +4.9% | -4.8% | -0.7% |
| 30D | +9.4% | -27.2% | +36.6% | +14.9% |
| 3M | -14.1% | -6.1% | -7.9% | -16.1% |
| 6M | +9.2% | -10.7% | +19.9% | +7.5% |
| YTD | -7.5% | +5.5% | -13.1% | -11.4% |
| 1Y | -2.8% | +7.8% | -10.6% | -7.0% |
| All | -2.8% | +8.1% | -10.9% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling