-90.1%
NIO vs ITUB
+181.4%
-271.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.2% | -1.2% |
| 7D | -6.7% | +8.2% | -14.9% | -10.3% |
| 30D | -20.0% | +4.7% | -24.7% | -22.0% |
| 3M | -30.5% | +13.0% | -43.5% | -35.0% |
| 6M | -20.7% | +4.2% | -24.9% | -22.9% |
| YTD | -25.7% | +18.6% | -44.2% | -32.5% |
| 1Y | -38.6% | +31.3% | -69.8% | -47.1% |
| 3Y | -62.3% | +124.9% | -187.1% | -75.7% |
| 5Y | -90.1% | +195.6% | -285.7% | -94.5% |
| All | -90.1% | +181.4% | -271.5% | -94.5% |
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 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