-42.4%
IT vs ITUB
+181.1%
-223.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.4% |
| 7D | +1.1% | +1.9% | -0.8% | +0.8% |
| 30D | -1.8% | -22.2% | +20.3% | +0.8% |
| 3M | +4.8% | +2.7% | +2.1% | +3.1% |
| 6M | +33.0% | -3.0% | +36.0% | +31.0% |
| YTD | -23.8% | +7.5% | -31.4% | -27.3% |
| 1Y | -16.5% | +10.5% | -27.0% | -20.8% |
| 3Y | -53.6% | +81.0% | -134.6% | -61.2% |
| All | -42.4% | +181.1% | -223.6% | -59.7% |
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