+322.4%
NET vs ITUB
+82.3%
+240.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -21.8% |
| 3M | -11.5% | -11.1% | -0.5% | -10.7% |
| 6M | +18.9% | -13.1% | +32.0% | +20.2% |
| YTD | +35.2% | +3.9% | +31.4% | +27.2% |
| 1Y | +14.5% | +9.8% | +4.7% | +5.3% |
| All | +322.4% | +82.3% | +240.1% | +210.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling