+1.9%
META vs ITUB
+10.6%
-8.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +4.6% |
| 7D | +5.7% | +5.5% | +0.2% | +4.4% |
| 30D | -10.8% | -25.6% | +14.8% | -4.7% |
| 3M | +8.4% | -4.7% | +13.1% | +6.9% |
| 6M | +5.4% | -8.6% | +14.0% | +5.5% |
| YTD | -2.6% | +7.9% | -10.5% | -6.2% |
| All | +1.9% | +10.6% | -8.7% | -2.4% |
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