+52.5%
NDAQ vs ITUB
+186.4%
-133.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.5% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -1.5% | +2.6% | -4.0% | -1.9% |
| 3M | +8.0% | +8.4% | -0.4% | +6.6% |
| 6M | +7.7% | -0.5% | +8.3% | +7.4% |
| YTD | -2.3% | +15.3% | -17.6% | -5.0% |
| 1Y | +0.6% | +28.7% | -28.2% | -4.0% |
| 3Y | +90.9% | +118.7% | -27.7% | +67.1% |
| 5Y | +52.5% | +182.7% | -130.2% | +29.4% |
| All | +52.5% | +186.4% | -133.9% | +29.4% |
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