-1.7%
IP vs ITUB
+10.6%
-12.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.5% |
| 7D | -3.0% | +5.5% | -8.5% | -3.8% |
| 30D | +10.6% | -25.6% | +36.2% | +15.8% |
| 3M | -13.6% | -4.7% | -8.9% | -15.7% |
| 6M | +10.4% | -8.6% | +19.0% | +8.3% |
| YTD | -6.5% | +7.9% | -14.4% | -10.7% |
| All | -1.7% | +10.6% | -12.3% | -6.3% |
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