+208.2%
ITUB vs NTRS
+259.9%
-51.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | +2.2% | +1.4% | +0.8% | +1.6% |
| 30D | +12.6% | -0.7% | +13.3% | +12.9% |
| 3M | +6.4% | +11.3% | -4.9% | +1.3% |
| 6M | +0.6% | +35.5% | -34.9% | -12.5% |
| YTD | +18.8% | +40.6% | -21.7% | +1.5% |
| 1Y | +31.0% | +49.2% | -18.2% | +8.7% |
| 3Y | +118.1% | +167.2% | -49.2% | +33.2% |
| 5Y | +193.0% | +94.9% | +98.1% | +100.8% |
| All | +208.2% | +259.9% | -51.8% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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