+0.8%
META vs ITUB
+9.0%
-8.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.8% | +0.7% |
| 7D | +2.9% | -1.6% | +4.5% | +3.2% |
| 30D | -15.1% | -26.6% | +11.5% | -9.1% |
| 3M | +7.2% | -11.1% | +18.3% | +7.8% |
| 6M | +3.4% | -13.1% | +16.5% | +4.9% |
| YTD | -4.3% | +3.9% | -8.2% | -7.3% |
| 1Y | +0.8% | +9.8% | -9.0% | -6.2% |
| All | +0.8% | +9.0% | -8.2% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling