+1,556.5%
IT vs ITUB
+1,767.9%
-211.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.1% |
| 7D | +1.1% | +1.9% | -0.8% | +0.6% |
| 30D | -1.8% | -22.2% | +20.3% | +3.7% |
| 3M | +4.8% | +2.7% | +2.1% | +2.4% |
| 6M | +33.0% | -3.0% | +36.0% | +30.9% |
| YTD | -23.8% | +7.5% | -31.4% | -27.7% |
| 1Y | -16.5% | +10.5% | -27.0% | -21.5% |
| 3Y | -53.6% | +81.0% | -134.6% | -62.4% |
| 5Y | -42.1% | +181.8% | -223.9% | -59.5% |
| 10Y | +90.1% | +170.2% | -80.1% | +21.5% |
| All | +1,556.5% | +1,767.9% | -211.4% | +428.1% |
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