-56.1%
NIO vs ITUB
+143.0%
-199.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -5.8% |
| 7D | -14.5% | +1.9% | -16.3% | -15.1% |
| 30D | -15.0% | -22.2% | +7.2% | -7.4% |
| 3M | -35.6% | +2.7% | -38.3% | -38.0% |
| 6M | -55.7% | -3.0% | -52.7% | -56.5% |
| YTD | -43.1% | +7.5% | -50.7% | -46.7% |
| 1Y | -53.5% | +10.5% | -64.0% | -57.0% |
| 3Y | -59.8% | +81.0% | -140.8% | -70.2% |
| 5Y | -93.2% | +181.8% | -275.0% | -95.8% |
| All | -56.1% | +143.0% | -199.1% | -53.0% |
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