+32.6%
NET vs ITUB
+165.4%
-132.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.8% | -3.5% |
| 7D | -16.4% | -1.6% | -14.7% | -16.0% |
| 30D | -25.8% | -26.6% | +0.8% | -19.7% |
| 3M | -11.5% | -11.1% | -0.5% | -10.3% |
| 6M | +18.9% | -13.1% | +32.0% | +20.7% |
| YTD | +35.2% | +3.9% | +31.4% | +26.9% |
| 1Y | +14.5% | +9.8% | +4.7% | +4.9% |
| 3Y | +313.8% | +82.6% | +231.2% | +206.6% |
| 5Y | +32.6% | +181.1% | -148.5% | -13.5% |
| All | +32.6% | +165.4% | -132.8% | -13.5% |
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