+138.6%
NOK vs ITUB
+220.1%
-81.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.7% |
| 7D | +11.0% | +2.2% | +8.8% | +10.4% |
| 30D | +7.8% | +12.6% | -4.8% | +5.0% |
| 3M | -21.0% | +6.4% | -27.4% | -22.1% |
| 6M | +40.9% | +0.6% | +40.3% | +40.1% |
| YTD | +72.0% | +18.8% | +53.2% | +64.6% |
| 1Y | +140.9% | +31.0% | +109.9% | +125.2% |
| 3Y | +194.3% | +118.1% | +76.2% | +143.7% |
| 5Y | +112.5% | +193.0% | -80.5% | +60.6% |
| All | +138.6% | +220.1% | -81.6% | +72.6% |
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 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