+2,229.0%
MAR vs ITUB
+1,959.7%
+269.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.9% |
| 7D | -1.7% | +8.2% | -10.0% | -4.2% |
| 30D | -6.9% | +4.7% | -11.6% | -8.4% |
| 3M | -15.8% | +13.0% | -28.8% | -19.3% |
| 6M | +1.9% | +4.2% | -2.2% | 0.0% |
| YTD | +6.6% | +18.6% | -12.0% | +0.1% |
| 1Y | +23.7% | +31.3% | -7.6% | +12.1% |
| 3Y | +64.6% | +124.9% | -60.3% | +23.3% |
| 5Y | +156.4% | +195.6% | -39.3% | +69.3% |
| 10Y | +415.4% | +196.4% | +219.0% | +212.2% |
| All | +2,229.0% | +1,959.7% | +269.3% | +856.6% |
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 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