+1,362.8%
IT vs ITUB
+1,902.7%
-539.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.0% |
| 7D | -9.1% | 0.0% | -9.1% | -9.2% |
| 30D | -12.2% | +2.6% | -14.7% | -12.9% |
| 3M | +7.8% | +8.4% | -0.6% | +4.8% |
| 6M | +2.0% | -0.5% | +2.5% | +0.8% |
| YTD | -32.7% | +15.3% | -48.0% | -36.4% |
| 1Y | -31.1% | +28.7% | -59.8% | -36.8% |
| 3Y | -52.1% | +118.7% | -170.7% | -62.5% |
| 5Y | -46.3% | +182.7% | -228.9% | -62.1% |
| 10Y | +91.4% | +207.6% | -116.2% | +19.3% |
| All | +1,362.8% | +1,902.7% | -539.9% | +364.8% |
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 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