+117.2%
NDAQ vs ITUB
+77.2%
+40.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.7% |
| 7D | +1.7% | +1.1% | +0.6% | +1.6% |
| 30D | +16.2% | -25.4% | +41.7% | +19.0% |
| 3M | +14.0% | -0.3% | +14.3% | +12.2% |
| 6M | +22.3% | -8.0% | +30.2% | +21.4% |
| YTD | +13.0% | +5.2% | +7.8% | +9.0% |
| 1Y | +24.0% | +7.4% | +16.6% | +19.0% |
| All | +117.2% | +77.2% | +40.0% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling