+1,887.4%
ITUB vs NVMI
+9,814.9%
-7,927.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.2% |
| 6M | +0.6% | -14.7% | +15.3% | +1.5% |
| YTD | +18.8% | +13.2% | +5.6% | +15.7% |
| 1Y | +31.0% | +29.0% | +2.0% | +25.0% |
| 3Y | +118.1% | +215.0% | -96.9% | +80.0% |
| 5Y | +193.0% | +268.6% | -75.5% | +132.6% |
| 10Y | +217.1% | +3,124.7% | -2,907.6% | +91.6% |
| All | +1,887.4% | +9,814.9% | -7,927.6% | +738.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling