+844.5%
MSCI vs ITUB
+175.8%
+668.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | +0.6% |
| 7D | +2.7% | +1.9% | +0.8% | +2.3% |
| 30D | +17.4% | -22.2% | +39.6% | +22.6% |
| 3M | +14.8% | +2.7% | +12.1% | +12.7% |
| 6M | +16.1% | -3.0% | +19.1% | +15.0% |
| YTD | +16.0% | +7.5% | +8.5% | +11.6% |
| 1Y | +16.4% | +10.5% | +6.0% | +11.1% |
| 3Y | +35.3% | +81.0% | -45.7% | +13.9% |
| 5Y | +6.6% | +181.8% | -175.2% | -21.0% |
| All | +844.5% | +175.8% | +668.7% | +586.4% |
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