+227.5%
LOW vs ITUB
+220.1%
+7.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -3.7% | +2.2% | -5.9% | -4.2% |
| 30D | -8.9% | +12.6% | -21.5% | -11.2% |
| 3M | -10.4% | +6.4% | -16.8% | -11.9% |
| 6M | -19.4% | +0.6% | -20.0% | -19.8% |
| YTD | -17.1% | +18.8% | -36.0% | -20.5% |
| 1Y | -26.3% | +31.0% | -57.3% | -30.9% |
| 3Y | -9.9% | +118.1% | -128.0% | -25.1% |
| 5Y | +6.1% | +193.0% | -186.9% | -20.1% |
| All | +227.5% | +220.1% | +7.4% | +145.8% |
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