+2,785.5%
MSCI vs ITUB
+146.3%
+2,639.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +2.3% |
| 7D | +2.7% | +4.9% | -2.2% | +1.3% |
| 30D | +16.2% | -27.2% | +43.5% | +26.1% |
| 3M | +17.1% | -6.1% | +23.2% | +17.1% |
| 6M | +13.0% | -10.7% | +23.7% | +14.2% |
| YTD | +15.8% | +5.5% | +10.3% | +10.4% |
| 1Y | +15.5% | +7.8% | +7.6% | +9.1% |
| 3Y | +32.3% | +75.0% | -42.7% | +5.9% |
| 5Y | +8.2% | +178.6% | -170.4% | -27.5% |
| 10Y | +800.7% | +162.9% | +637.8% | +440.0% |
| All | +2,785.5% | +146.3% | +2,639.1% | +1,206.5% |
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