+102.0%
IP vs ITUB
+1,707.7%
-1,605.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -5.0% | -1.0% | -3.9% | -4.7% |
| 30D | +6.5% | -28.1% | +34.7% | +16.9% |
| 3M | -18.0% | -11.1% | -6.9% | -16.7% |
| 6M | +10.3% | -14.0% | +24.3% | +13.1% |
| YTD | -9.9% | +4.1% | -13.9% | -13.5% |
| 1Y | -1.1% | +8.5% | -9.5% | -6.5% |
| 3Y | +13.0% | +82.8% | -69.8% | -12.1% |
| 5Y | -12.3% | +178.7% | -191.0% | -43.2% |
| 10Y | +26.8% | +138.4% | -111.5% | -22.6% |
| All | +102.0% | +1,707.7% | -1,605.7% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling