+1,273.1%
NI vs ITUB
+1,959.7%
-686.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.7% | +0.9% |
| 7D | +2.3% | +8.2% | -6.0% | +0.8% |
| 30D | -1.7% | +4.7% | -6.4% | -2.6% |
| 3M | -8.0% | +13.0% | -21.0% | -10.2% |
| 6M | -8.6% | +4.2% | -12.8% | -9.8% |
| YTD | +2.3% | +18.6% | -16.2% | -1.5% |
| 1Y | +6.9% | +31.3% | -24.3% | +0.8% |
| 3Y | +70.6% | +124.9% | -54.3% | +43.7% |
| 5Y | +96.4% | +195.6% | -99.2% | +53.5% |
| 10Y | +136.1% | +196.4% | -60.2% | +71.7% |
| All | +1,273.1% | +1,959.7% | -686.7% | +603.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling