+417.5%
LIN vs ITUB
+131.3%
+286.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.4% |
| 7D | +0.2% | +3.7% | -3.5% | -0.5% |
| 30D | +6.5% | -24.1% | +30.6% | +11.6% |
| 3M | +5.5% | -9.6% | +15.0% | +6.2% |
| 6M | +3.3% | -11.5% | +14.9% | +4.3% |
| YTD | +22.0% | +5.5% | +16.5% | +17.9% |
| 1Y | +25.7% | +9.9% | +15.9% | +20.3% |
| 3Y | +36.2% | +84.8% | -48.5% | +14.7% |
| 5Y | +66.1% | +182.6% | -116.6% | +23.5% |
| All | +417.5% | +131.3% | +286.2% | +294.7% |
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