+188.3%
ITW vs ITUB
+220.1%
-31.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | -0.7% | +2.2% | -2.9% | -1.2% |
| 30D | -8.3% | +12.6% | -20.9% | -10.8% |
| 3M | +6.0% | +6.4% | -0.4% | +4.2% |
| 6M | 0.0% | +0.6% | -0.6% | -0.7% |
| YTD | +10.2% | +18.8% | -8.6% | +5.1% |
| 1Y | +3.2% | +31.0% | -27.8% | -3.9% |
| 3Y | +21.0% | +118.1% | -97.1% | -1.1% |
| 5Y | +37.9% | +193.0% | -155.1% | +1.8% |
| All | +188.3% | +220.1% | -31.8% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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