+154.0%
NEM vs ITUB
+185.6%
-31.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.6% |
| 7D | -3.3% | +1.0% | -4.3% | -3.5% |
| 30D | +7.8% | +10.7% | -2.9% | +5.3% |
| 3M | +36.3% | +10.1% | +26.2% | +33.2% |
| 6M | +6.6% | -0.1% | +6.7% | +6.3% |
| YTD | +27.1% | +18.4% | +8.7% | +23.4% |
| 1Y | +62.3% | +31.3% | +31.1% | +54.9% |
| 3Y | +245.1% | +124.6% | +120.5% | +204.9% |
| 5Y | +154.0% | +192.0% | -38.0% | +118.5% |
| All | +154.0% | +185.6% | -31.7% | +118.5% |
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