+433.8%
MAR vs ITUB
+220.1%
+213.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -0.5% | +2.2% | -2.7% | -1.3% |
| 30D | -5.4% | +12.6% | -18.0% | -9.1% |
| 3M | -15.5% | +6.4% | -21.9% | -17.5% |
| 6M | +3.0% | +0.6% | +2.4% | +2.1% |
| YTD | +8.5% | +18.8% | -10.3% | +1.6% |
| 1Y | +26.0% | +31.0% | -5.1% | +13.9% |
| 3Y | +68.6% | +118.1% | -49.5% | +26.4% |
| 5Y | +157.4% | +193.0% | -35.7% | +66.1% |
| All | +433.8% | +220.1% | +213.7% | +231.7% |
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