+631.0%
MSCI vs ITUB
+197.6%
+433.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.3% | +1.1% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -1.2% | +2.6% | -3.7% | -1.8% |
| 3M | -8.4% | +8.4% | -16.8% | -10.3% |
| 6M | -1.0% | -0.5% | -0.5% | -1.6% |
| YTD | -2.3% | +15.3% | -17.5% | -6.3% |
| 1Y | -1.2% | +28.7% | -29.9% | -7.7% |
| 3Y | +7.9% | +118.7% | -110.7% | -11.8% |
| 5Y | -10.1% | +182.7% | -192.7% | -32.7% |
| 10Y | +631.0% | +207.6% | +423.4% | +403.7% |
| All | +631.0% | +197.6% | +433.4% | +403.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling