+11.0%
NEE vs ITUB
+185.6%
-174.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.6% |
| 7D | -1.9% | +1.0% | -2.9% | -2.0% |
| 30D | -3.1% | +10.7% | -13.8% | -4.2% |
| 3M | -2.4% | +10.1% | -12.5% | -3.6% |
| 6M | -8.6% | -0.1% | -8.5% | -8.8% |
| YTD | +4.9% | +18.4% | -13.5% | +2.4% |
| 1Y | +19.4% | +31.3% | -11.9% | +15.0% |
| 3Y | +34.9% | +124.6% | -89.8% | +21.2% |
| 5Y | +11.0% | +192.0% | -180.9% | -1.8% |
| All | +11.0% | +185.6% | -174.6% | -1.8% |
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