-9.9%
IR vs ITUB
+31.4%
-41.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -4.5% | +2.2% | -6.7% | -5.3% |
| 30D | -13.9% | +12.6% | -26.5% | -17.7% |
| 3M | -0.3% | +6.4% | -6.8% | -3.2% |
| 6M | -14.3% | +0.6% | -14.9% | -15.1% |
| YTD | -7.9% | +18.8% | -26.7% | -14.0% |
| 1Y | -9.9% | +31.0% | -40.9% | -19.6% |
| All | -9.9% | +31.4% | -41.3% | -19.6% |
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