+140.2%
NI vs ITUB
+220.1%
-79.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | 0.0% | +2.2% | -2.2% | -0.3% |
| 30D | -1.4% | +12.6% | -14.0% | -3.4% |
| 3M | -10.6% | +6.4% | -17.0% | -11.7% |
| 6M | -9.3% | +0.6% | -9.9% | -9.8% |
| YTD | +1.1% | +18.8% | -17.7% | -2.4% |
| 1Y | +3.4% | +31.0% | -27.6% | -2.1% |
| 3Y | +67.9% | +118.1% | -50.2% | +43.9% |
| 5Y | +98.0% | +193.0% | -95.1% | +57.3% |
| All | +140.2% | +220.1% | -79.9% | +75.7% |
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