+1,381.0%
NET vs ITUB
+68.5%
+1,312.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.8% | -3.2% |
| 7D | -16.4% | -1.6% | -14.7% | -16.1% |
| 30D | -25.8% | -26.6% | +0.8% | -21.4% |
| 3M | -11.5% | -11.1% | -0.5% | -10.4% |
| 6M | +18.9% | -13.1% | +32.0% | +20.5% |
| YTD | +35.2% | +3.9% | +31.4% | +30.5% |
| 1Y | +14.5% | +9.8% | +4.7% | +8.9% |
| 3Y | +313.8% | +82.6% | +231.2% | +248.5% |
| 5Y | +32.6% | +181.1% | -148.5% | +3.0% |
| All | +1,381.0% | +68.5% | +1,312.5% | +1,218.1% |
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