+220.5%
ITUB vs NWSA
+122.3%
+98.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | 0.0% | -3.1% | +3.1% | +1.3% |
| 30D | +2.6% | +4.3% | -1.7% | +0.8% |
| 3M | +8.4% | +9.2% | -0.8% | +3.9% |
| 6M | -0.5% | +21.6% | -22.1% | -9.2% |
| YTD | +15.3% | +14.2% | +1.1% | +7.5% |
| 1Y | +28.7% | +1.8% | +27.0% | +25.7% |
| 3Y | +118.7% | +44.4% | +74.2% | +80.0% |
| 5Y | +182.7% | +41.0% | +141.7% | +125.7% |
| 10Y | +207.6% | +150.0% | +57.6% | +68.7% |
| All | +220.5% | +122.3% | +98.2% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling