+189.8%
NOC vs ITUB
+220.1%
-30.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.8% | +2.2% | -1.4% | +0.5% |
| 30D | -9.7% | +12.6% | -22.3% | -11.2% |
| 3M | -5.6% | +6.4% | -12.1% | -6.6% |
| 6M | -28.6% | +0.6% | -29.2% | -28.9% |
| YTD | -7.9% | +18.8% | -26.7% | -10.5% |
| 1Y | -9.5% | +31.0% | -40.5% | -13.4% |
| 3Y | +28.4% | +118.1% | -89.7% | +12.8% |
| 5Y | +59.0% | +193.0% | -134.1% | +30.8% |
| All | +189.8% | +220.1% | -30.3% | +126.4% |
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