+2,417.1%
MSCI vs ITUB
+171.5%
+2,245.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +0.4% | +8.7% | -8.3% | -2.1% |
| 30D | +0.6% | -0.7% | +1.2% | +0.6% |
| 3M | -7.1% | +7.8% | -14.9% | -9.5% |
| 6M | +0.8% | -3.4% | +4.2% | +0.8% |
| YTD | +1.0% | +16.3% | -15.3% | -4.9% |
| 1Y | +4.3% | +29.8% | -25.5% | -5.3% |
| 3Y | +9.9% | +111.1% | -101.1% | -15.5% |
| 5Y | -6.8% | +173.6% | -180.3% | -36.5% |
| 10Y | +614.7% | +193.2% | +421.4% | +319.2% |
| All | +2,417.1% | +171.5% | +2,245.7% | +1,026.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling