-9.5%
M vs ITUB
+169.9%
-179.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | +7.0% | -25.4% | +32.4% | +18.0% |
| 3M | +3.1% | -0.3% | +3.4% | +0.4% |
| 6M | +33.5% | -8.0% | +41.5% | +33.8% |
| YTD | +13.4% | +5.2% | +8.2% | +7.0% |
| 1Y | +22.4% | +7.4% | +15.0% | +14.2% |
| 3Y | +150.9% | +74.5% | +76.4% | +87.0% |
| 5Y | -3.0% | +175.8% | -178.9% | -44.5% |
| All | -9.5% | +169.9% | -179.4% | -47.7% |
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