-8.8%
IT vs ITUB
+9.0%
-17.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +1.7% |
| 7D | -5.5% | -1.6% | -3.8% | -5.7% |
| 30D | +10.3% | -26.6% | +37.0% | +6.9% |
| 3M | +11.5% | -11.1% | +22.6% | +10.9% |
| 6M | +40.3% | -13.1% | +53.4% | +39.1% |
| YTD | -17.9% | +3.9% | -21.7% | -21.9% |
| 1Y | -8.8% | +9.8% | -18.5% | -14.8% |
| All | -8.8% | +9.0% | -17.8% | -14.8% |
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