+1,645.4%
NOC vs ITUB
+1,902.7%
-257.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.1% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -10.4% | +2.6% | -13.0% | -10.8% |
| 3M | -5.6% | +8.4% | -14.0% | -7.0% |
| 6M | -30.4% | -0.5% | -29.8% | -30.6% |
| YTD | -8.5% | +15.3% | -23.8% | -11.1% |
| 1Y | -8.3% | +28.7% | -37.0% | -12.7% |
| 3Y | +28.2% | +118.7% | -90.4% | +10.3% |
| 5Y | +56.7% | +182.7% | -125.9% | +26.4% |
| 10Y | +189.3% | +207.6% | -18.2% | +115.6% |
| All | +1,645.4% | +1,902.7% | -257.3% | +968.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling