+291.3%
IR vs ITUB
+128.8%
+162.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.5% |
| 7D | -2.8% | +8.7% | -11.5% | -5.2% |
| 30D | -15.1% | -0.7% | -14.4% | -15.1% |
| 3M | +6.1% | +7.8% | -1.7% | +3.5% |
| 6M | -16.8% | -3.4% | -13.4% | -16.3% |
| YTD | -3.5% | +16.3% | -19.8% | -8.1% |
| 1Y | -3.5% | +29.8% | -33.3% | -11.1% |
| 3Y | +9.5% | +111.1% | -101.6% | -13.8% |
| 5Y | +45.1% | +173.6% | -128.5% | +2.0% |
| All | +291.3% | +128.8% | +162.5% | +172.2% |
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