+95.1%
META vs ITUB
+85.1%
+10.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.5% |
| 7D | -0.8% | +3.7% | -4.5% | -1.6% |
| 30D | -15.4% | -24.1% | +8.7% | -10.4% |
| 3M | +3.5% | -9.6% | +13.1% | +4.3% |
| 6M | -0.3% | -11.5% | +11.3% | +0.9% |
| YTD | -7.3% | +5.5% | -12.8% | -10.0% |
| 1Y | -1.1% | +9.9% | -10.9% | -4.9% |
| 3Y | +95.1% | +84.8% | +10.3% | +55.7% |
| All | +95.1% | +85.1% | +10.0% | +55.7% |
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 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