+186.2%
ITUB vs NVMI
+261.9%
-75.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +12.6% | -8.4% | +21.0% | +13.7% |
| 3M | +6.4% | -33.6% | +40.0% | +11.1% |
| 6M | +0.6% | -14.7% | +15.3% | +1.5% |
| YTD | +18.8% | +13.2% | +5.6% | +16.7% |
| 1Y | +31.0% | +29.0% | +2.0% | +26.8% |
| 3Y | +118.1% | +215.0% | -96.9% | +84.3% |
| All | +186.2% | +261.9% | -75.7% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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