+86.4%
META vs ITUB
+181.1%
-94.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.5% |
| 7D | +5.2% | +1.9% | +3.3% | +4.8% |
| 30D | -13.0% | -22.2% | +9.2% | -9.3% |
| 3M | +7.9% | +2.7% | +5.2% | +6.3% |
| 6M | +4.2% | -3.0% | +7.2% | +3.6% |
| YTD | -2.5% | +7.5% | -10.1% | -4.7% |
| 1Y | +5.6% | +10.5% | -4.9% | +2.7% |
| 3Y | +96.8% | +81.0% | +15.8% | +75.3% |
| All | +86.4% | +181.1% | -94.7% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling