+5.2%
NOK vs ITUB
+1,902.7%
-1,897.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.9% |
| 7D | +9.3% | 0.0% | +9.3% | +9.3% |
| 30D | +17.9% | +2.6% | +15.3% | +16.6% |
| 3M | -22.3% | +8.4% | -30.7% | -24.3% |
| 6M | +36.4% | -0.5% | +36.9% | +35.6% |
| YTD | +66.3% | +15.3% | +51.0% | +57.5% |
| 1Y | +134.4% | +28.7% | +105.7% | +113.9% |
| 3Y | +186.6% | +118.7% | +67.9% | +117.9% |
| 5Y | +102.7% | +182.7% | -80.0% | +36.3% |
| 10Y | +129.8% | +207.6% | -77.8% | +31.6% |
| All | +5.2% | +1,902.7% | -1,897.5% | -71.1% |
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