+208.2%
ITUB vs NWSA
+149.4%
+58.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +2.2% | -2.8% | +5.0% | +3.3% |
| 30D | +12.6% | +3.0% | +9.6% | +11.2% |
| 3M | +6.4% | +12.3% | -5.9% | +0.9% |
| 6M | +0.6% | +21.9% | -21.3% | -8.1% |
| YTD | +18.8% | +13.6% | +5.3% | +11.2% |
| 1Y | +31.0% | +0.5% | +30.5% | +28.8% |
| 3Y | +118.1% | +43.8% | +74.3% | +79.8% |
| 5Y | +193.0% | +41.2% | +151.9% | +133.7% |
| All | +208.2% | +149.4% | +58.8% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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