-10.9%
M vs ITUB
+219.0%
-229.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.7% | -7.4% | -5.7% |
| 7D | -8.8% | +1.0% | -9.7% | -9.2% |
| 30D | -16.4% | +10.7% | -27.1% | -19.7% |
| 3M | -10.8% | +10.1% | -20.9% | -14.3% |
| 6M | +16.1% | -0.1% | +16.2% | +15.3% |
| YTD | -5.3% | +18.4% | -23.7% | -12.3% |
| 1Y | +24.9% | +31.3% | -6.4% | +10.9% |
| 3Y | +97.5% | +124.6% | -27.1% | +37.4% |
| 5Y | +20.4% | +192.0% | -171.6% | -29.6% |
| All | -10.9% | +219.0% | -229.9% | -48.7% |
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