-50.9%
NIO vs ITUB
+143.6%
-194.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.1% |
| 7D | -1.8% | +3.7% | -5.5% | -3.2% |
| 30D | -6.6% | -24.9% | +18.3% | +3.2% |
| 3M | -29.9% | +0.8% | -30.7% | -32.0% |
| 6M | -46.6% | -6.6% | -40.0% | -46.9% |
| YTD | -36.5% | +7.8% | -44.3% | -40.5% |
| 1Y | -51.1% | +7.4% | -58.5% | -54.3% |
| 3Y | -55.2% | +78.8% | -134.0% | -66.6% |
| 5Y | -92.3% | +179.9% | -272.2% | -95.2% |
| All | -50.9% | +143.6% | -194.5% | -47.5% |
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 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