+244.8%
NEE vs ITUB
+220.1%
+24.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -1.3% | +2.2% | -3.6% | -1.6% |
| 30D | -3.3% | +12.6% | -15.9% | -5.0% |
| 3M | -2.3% | +6.4% | -8.7% | -3.3% |
| 6M | -8.9% | +0.6% | -9.5% | -9.3% |
| YTD | +4.8% | +18.8% | -14.1% | +1.7% |
| 1Y | +18.7% | +31.0% | -12.3% | +13.4% |
| 3Y | +33.2% | +118.1% | -84.8% | +17.2% |
| 5Y | +10.9% | +193.0% | -182.2% | -8.3% |
| All | +244.8% | +220.1% | +24.7% | +160.0% |
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