-91.7%
NIO vs ITUB
+182.0%
-273.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -2.8% |
| 7D | +2.8% | +4.9% | -2.0% | +0.8% |
| 30D | -8.4% | -27.2% | +18.9% | +3.8% |
| 3M | -32.0% | -6.1% | -25.8% | -32.5% |
| 6M | -43.9% | -10.7% | -33.3% | -43.4% |
| YTD | -35.7% | +5.5% | -41.2% | -40.5% |
| 1Y | -51.1% | +7.8% | -59.0% | -55.4% |
| 3Y | -54.7% | +75.0% | -129.7% | -68.7% |
| 5Y | -91.7% | +178.6% | -270.3% | -95.6% |
| All | -91.7% | +182.0% | -273.7% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling