-11.4%
MSCI vs ITUB
+181.4%
-192.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.0% | -5.7% | -4.1% |
| 7D | -2.1% | +8.2% | -10.3% | -3.3% |
| 30D | -1.7% | +4.7% | -6.4% | -2.5% |
| 3M | -8.2% | +13.0% | -21.2% | -10.3% |
| 6M | -2.4% | +4.2% | -6.6% | -3.6% |
| YTD | -2.8% | +18.6% | -21.4% | -6.5% |
| 1Y | -2.7% | +31.3% | -33.9% | -8.3% |
| 3Y | +7.3% | +124.9% | -117.6% | -10.0% |
| 5Y | -11.4% | +195.6% | -207.0% | -31.6% |
| All | -11.4% | +181.4% | -192.8% | -31.6% |
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