+302.3%
NEM vs ITUB
+220.1%
+82.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -1.0% | +2.2% | -3.2% | -1.4% |
| 30D | +7.8% | +12.6% | -4.8% | +5.9% |
| 3M | +30.2% | +6.4% | +23.8% | +28.9% |
| 6M | +9.6% | +0.6% | +9.0% | +9.4% |
| YTD | +27.8% | +18.8% | +9.0% | +25.0% |
| 1Y | +60.7% | +31.0% | +29.7% | +55.2% |
| 3Y | +245.3% | +118.1% | +127.2% | +213.2% |
| 5Y | +155.3% | +193.0% | -37.7% | +122.2% |
| All | +302.3% | +220.1% | +82.2% | +190.2% |
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 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