+28.2%
M vs ITUB
+181.4%
-153.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.1% |
| 7D | +2.4% | +8.2% | -5.9% | +0.4% |
| 30D | -11.6% | +4.7% | -16.3% | -12.7% |
| 3M | +1.6% | +13.0% | -11.4% | -1.5% |
| 6M | +25.2% | +4.2% | +21.0% | +23.4% |
| YTD | +3.8% | +18.6% | -14.8% | -0.8% |
| 1Y | +36.3% | +31.3% | +5.1% | +27.1% |
| 3Y | +116.3% | +124.9% | -8.5% | +75.5% |
| 5Y | +28.2% | +195.6% | -167.4% | -6.8% |
| All | +28.2% | +181.4% | -153.2% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling