+91.3%
META vs ITUB
+77.2%
+14.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.3% |
| 7D | +3.1% | +1.1% | +2.0% | +2.8% |
| 30D | -18.2% | -25.4% | +7.2% | -13.0% |
| 3M | +7.8% | -0.3% | +8.1% | +5.9% |
| 6M | +3.6% | -8.0% | +11.5% | +3.6% |
| YTD | -5.3% | +5.2% | -10.5% | -7.9% |
| 1Y | +2.7% | +7.4% | -4.7% | -0.7% |
| All | +91.3% | +77.2% | +14.1% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling