-8.1%
M vs ITUB
+175.8%
-183.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.7% |
| 7D | +7.0% | +1.9% | +5.1% | +6.3% |
| 30D | +8.9% | -22.2% | +31.1% | +18.2% |
| 3M | +4.5% | +2.7% | +1.8% | +0.6% |
| 6M | +36.2% | -3.0% | +39.2% | +33.8% |
| YTD | +15.1% | +7.5% | +7.6% | +7.7% |
| 1Y | +27.4% | +10.5% | +17.0% | +17.6% |
| 3Y | +160.1% | +81.0% | +79.1% | +91.2% |
| 5Y | -1.6% | +181.8% | -183.4% | -44.1% |
| All | -8.1% | +175.8% | -183.9% | -47.4% |
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