+361.0%
LIN vs ITUB
+188.9%
+172.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -2.1% | +8.7% | -10.8% | -3.8% |
| 30D | -2.4% | -0.7% | -1.7% | -2.4% |
| 3M | -5.6% | +7.8% | -13.4% | -7.2% |
| 6M | -3.4% | -3.4% | 0.0% | -3.3% |
| YTD | +13.1% | +16.3% | -3.2% | +8.5% |
| 1Y | +2.5% | +29.8% | -27.4% | -4.3% |
| 3Y | +27.6% | +111.1% | -83.5% | +5.6% |
| 5Y | +63.0% | +173.6% | -110.5% | +23.6% |
| All | +361.0% | +188.9% | +172.1% | +234.1% |
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