+186.2%
ITUB vs NWSA
+40.0%
+146.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +2.2% | -2.8% | +5.0% | +2.9% |
| 30D | +12.6% | +3.0% | +9.6% | +11.8% |
| 3M | +6.4% | +12.3% | -5.9% | +3.2% |
| 6M | +0.6% | +21.9% | -21.3% | -4.7% |
| YTD | +18.8% | +13.6% | +5.3% | +14.4% |
| 1Y | +31.0% | +0.5% | +30.5% | +30.2% |
| 3Y | +118.1% | +43.8% | +74.3% | +95.5% |
| All | +186.2% | +40.0% | +146.1% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling