+1,511.3%
META vs ITUB
+221.7%
+1,289.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.6% |
| 7D | -0.8% | +3.7% | -4.5% | -1.5% |
| 30D | -15.4% | -24.1% | +8.7% | -11.2% |
| 3M | +3.5% | -9.6% | +13.1% | +4.6% |
| 6M | -0.3% | -11.5% | +11.3% | +1.0% |
| YTD | -7.3% | +5.5% | -12.8% | -9.3% |
| 1Y | -1.1% | +9.9% | -10.9% | -4.1% |
| 3Y | +95.1% | +84.8% | +10.3% | +69.6% |
| 5Y | +80.6% | +182.6% | -102.1% | +40.9% |
| 10Y | +410.1% | +141.7% | +268.4% | +288.8% |
| All | +1,511.3% | +221.7% | +1,289.6% | +984.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling