-45.6%
IT vs ITUB
+185.6%
-231.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.2% |
| 7D | -12.7% | +1.0% | -13.7% | -12.8% |
| 30D | -8.9% | +10.7% | -19.6% | -10.1% |
| 3M | +10.1% | +10.1% | +0.1% | +8.0% |
| 6M | +7.3% | -0.1% | +7.4% | +6.5% |
| YTD | -32.4% | +18.4% | -50.8% | -35.2% |
| 1Y | -26.6% | +31.3% | -57.9% | -31.2% |
| 3Y | -51.8% | +124.6% | -176.4% | -59.7% |
| 5Y | -45.6% | +192.0% | -237.6% | -57.7% |
| All | -45.6% | +185.6% | -231.2% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling