-13.6%
IP vs ITUB
+181.1%
-194.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +1.1% |
| 7D | -0.3% | +1.9% | -2.2% | -0.6% |
| 30D | +7.9% | -22.2% | +30.1% | +11.7% |
| 3M | -15.3% | +2.7% | -18.0% | -17.0% |
| 6M | +10.5% | -3.0% | +13.5% | +9.3% |
| YTD | -9.4% | +7.5% | -16.9% | -11.9% |
| 1Y | -4.6% | +10.5% | -15.1% | -7.8% |
| 3Y | +21.2% | +81.0% | -59.8% | +7.1% |
| All | -13.6% | +181.1% | -194.8% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling