+1,118.1%
LOW vs ITUB
+1,959.7%
-841.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -2.2% |
| 7D | +0.4% | +8.2% | -7.9% | -1.5% |
| 30D | -10.1% | +4.7% | -14.8% | -11.2% |
| 3M | -2.9% | +13.0% | -15.9% | -5.9% |
| 6M | -19.4% | +4.2% | -23.6% | -20.5% |
| YTD | -15.4% | +18.6% | -34.0% | -19.3% |
| 1Y | -24.9% | +31.3% | -56.2% | -30.2% |
| 3Y | -7.8% | +124.9% | -132.7% | -25.6% |
| 5Y | +8.4% | +195.6% | -187.2% | -20.8% |
| 10Y | +226.8% | +196.4% | +30.4% | +120.6% |
| All | +1,118.1% | +1,959.7% | -841.7% | +478.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling