+58.9%
NOC vs ITUB
+185.6%
-126.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.1% | +0.4% |
| 7D | -1.8% | +1.0% | -2.7% | -1.8% |
| 30D | -9.4% | +10.7% | -20.2% | -10.2% |
| 3M | -3.8% | +10.1% | -13.9% | -4.7% |
| 6M | -28.8% | -0.1% | -28.6% | -28.8% |
| YTD | -7.9% | +18.4% | -26.3% | -9.5% |
| 1Y | -9.0% | +31.3% | -40.3% | -11.4% |
| 3Y | +29.1% | +124.6% | -95.6% | +18.1% |
| 5Y | +58.9% | +192.0% | -133.0% | +40.5% |
| All | +58.9% | +185.6% | -126.7% | +40.5% |
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