+365.6%
NDAQ vs ITUB
+219.0%
+146.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.1% | -2.8% |
| 7D | -6.8% | +1.0% | -7.8% | -7.0% |
| 30D | -3.2% | +10.7% | -13.9% | -4.9% |
| 3M | +6.5% | +10.1% | -3.6% | +4.5% |
| 6M | +5.7% | -0.1% | +5.9% | +5.2% |
| YTD | -4.6% | +18.4% | -23.0% | -8.2% |
| 1Y | -1.6% | +31.3% | -32.9% | -7.1% |
| 3Y | +86.4% | +124.6% | -38.2% | +58.3% |
| 5Y | +50.3% | +192.0% | -141.7% | +19.0% |
| All | +365.6% | +219.0% | +146.7% | +249.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling