+32.3%
MSCI vs ITUB
+83.6%
-51.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.6% |
| 7D | +1.5% | +5.5% | -4.0% | +1.0% |
| 30D | +14.4% | -25.6% | +40.0% | +17.1% |
| 3M | +15.2% | -4.7% | +19.9% | +14.9% |
| 6M | +11.2% | -8.6% | +19.8% | +11.3% |
| YTD | +13.9% | +7.9% | +6.0% | +10.5% |
| 1Y | +12.5% | +11.2% | +1.3% | +8.5% |
| 3Y | +32.3% | +82.6% | -50.4% | +14.0% |
| All | +32.3% | +83.6% | -51.3% | +14.0% |
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