+194.3%
NOK vs ITUB
+120.9%
+73.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.8% |
| 3M | -21.0% | +6.4% | -27.4% | -22.1% |
| 6M | +40.9% | +0.6% | +40.3% | +39.9% |
| YTD | +72.0% | +18.8% | +53.2% | +63.8% |
| 1Y | +140.9% | +31.0% | +109.9% | +123.0% |
| 3Y | +194.3% | +118.1% | +76.2% | +131.2% |
| All | +194.3% | +120.9% | +73.4% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling