+132.2%
M vs ITUB
+1,920.1%
-1,787.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +2.9% |
| 7D | +4.7% | +8.7% | -4.0% | +1.7% |
| 30D | -9.6% | -0.7% | -9.0% | -9.5% |
| 3M | +0.9% | +7.8% | -6.9% | -1.9% |
| 6M | +22.3% | -3.4% | +25.7% | +23.0% |
| YTD | +6.5% | +16.3% | -9.8% | +0.1% |
| 1Y | +38.8% | +29.8% | +8.9% | +25.3% |
| 3Y | +115.9% | +111.1% | +4.8% | +60.2% |
| 5Y | +28.6% | +173.6% | -144.9% | -16.7% |
| 10Y | -2.5% | +193.2% | -195.8% | -42.4% |
| All | +132.2% | +1,920.1% | -1,787.8% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling