+4.9%
MSCI vs ITUB
+186.4%
-181.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.5% |
| 7D | +1.5% | +5.5% | -4.0% | +0.6% |
| 30D | +14.4% | -25.6% | +40.0% | +19.1% |
| 3M | +15.2% | -4.7% | +19.9% | +14.8% |
| 6M | +11.2% | -8.6% | +19.8% | +11.4% |
| YTD | +13.9% | +7.9% | +6.0% | +9.7% |
| 1Y | +12.5% | +11.2% | +1.3% | +7.6% |
| 3Y | +32.3% | +82.6% | -50.4% | +12.3% |
| 5Y | +4.9% | +192.7% | -187.9% | -24.1% |
| All | +4.9% | +186.4% | -181.5% | -24.1% |
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