-43.9%
NIO vs ITUB
+160.5%
-204.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.2% |
| 7D | -4.1% | 0.0% | -4.1% | -4.2% |
| 30D | -23.2% | +2.6% | -25.8% | -24.2% |
| 3M | -29.9% | +8.4% | -38.4% | -32.6% |
| 6M | -25.1% | -0.5% | -24.6% | -25.4% |
| YTD | -27.5% | +15.3% | -42.7% | -32.2% |
| 1Y | -41.1% | +28.7% | -69.8% | -47.5% |
| 3Y | -63.1% | +118.7% | -181.8% | -74.0% |
| 5Y | -90.4% | +182.7% | -273.0% | -94.0% |
| All | -43.9% | +160.5% | -204.5% | -40.2% |
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