+2,327.9%
NDAQ vs ITUB
+2,771.0%
-443.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | -2.4% | +8.7% | -11.2% | -4.8% |
| 30D | +2.5% | -0.7% | +3.1% | +2.4% |
| 3M | +9.9% | +7.8% | +2.1% | +7.1% |
| 6M | +9.4% | -3.4% | +12.8% | +9.5% |
| YTD | +0.4% | +16.3% | -15.9% | -5.2% |
| 1Y | +4.0% | +29.8% | -25.8% | -5.2% |
| 3Y | +94.4% | +111.1% | -16.7% | +50.7% |
| 5Y | +56.7% | +173.6% | -116.8% | +7.6% |
| 10Y | +375.3% | +193.2% | +182.0% | +178.4% |
| All | +2,327.9% | +2,771.0% | -443.2% | +887.6% |
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