-10.0%
LOW vs ITUB
+120.1%
-130.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.5% |
| 7D | -2.6% | +1.0% | -3.6% | -2.8% |
| 30D | -11.1% | +10.7% | -21.9% | -12.7% |
| 3M | -8.5% | +10.1% | -18.6% | -10.5% |
| 6M | -20.8% | -0.1% | -20.7% | -21.1% |
| YTD | -17.2% | +18.4% | -35.6% | -19.8% |
| 1Y | -24.7% | +31.3% | -56.0% | -28.4% |
| All | -10.0% | +120.1% | -130.1% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling