+119.7%
IP vs ITUB
+1,920.1%
-1,800.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.5% |
| 7D | -5.3% | +8.7% | -14.0% | -7.9% |
| 30D | -10.9% | -0.7% | -10.2% | -10.8% |
| 3M | +11.2% | +7.8% | +3.4% | +8.1% |
| 6M | -10.2% | -3.4% | -6.8% | -9.6% |
| YTD | -2.0% | +16.3% | -18.3% | -7.4% |
| 1Y | -19.1% | +29.8% | -48.9% | -26.5% |
| 3Y | +20.9% | +111.1% | -90.2% | -8.7% |
| 5Y | -17.8% | +173.6% | -191.4% | -45.7% |
| 10Y | +23.5% | +193.2% | -169.7% | -28.5% |
| All | +119.7% | +1,920.1% | -1,800.3% | -19.1% |
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