-7.1%
M vs ITUB
+176.3%
-183.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.7% |
| 7D | -3.3% | +3.7% | -7.0% | -4.6% |
| 30D | +8.1% | -24.9% | +33.0% | +18.9% |
| 3M | +2.2% | +0.8% | +1.4% | -0.8% |
| 6M | +35.1% | -6.6% | +41.7% | +34.7% |
| YTD | +15.8% | +7.8% | +8.0% | +8.3% |
| 1Y | +25.8% | +7.4% | +18.5% | +17.5% |
| 3Y | +156.2% | +78.8% | +77.5% | +89.3% |
| 5Y | -2.4% | +179.9% | -182.2% | -44.3% |
| 10Y | -7.1% | +170.9% | -178.0% | -46.6% |
| All | -7.1% | +176.3% | -183.4% | -46.6% |
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