+100.0%
IT vs ITUB
+220.1%
-120.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.9% | +5.2% |
| 7D | -3.7% | +2.2% | -5.9% | -4.1% |
| 30D | +0.1% | +12.6% | -12.5% | -2.3% |
| 3M | +20.7% | +6.4% | +14.3% | +18.6% |
| 6M | +12.0% | +0.6% | +11.4% | +10.7% |
| YTD | -28.8% | +18.8% | -47.7% | -32.4% |
| 1Y | -25.5% | +31.0% | -56.5% | -30.9% |
| 3Y | -48.8% | +118.1% | -166.8% | -58.0% |
| 5Y | -42.7% | +193.0% | -235.8% | -57.4% |
| All | +100.0% | +220.1% | -120.1% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling