+514.0%
NOW vs ITUB
+175.8%
+338.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.2% |
| 7D | +0.3% | +1.9% | -1.6% | 0.0% |
| 30D | -27.0% | -22.2% | -4.8% | -24.0% |
| 3M | -19.6% | +2.7% | -22.4% | -20.9% |
| 6M | +17.5% | -3.0% | +20.4% | +16.4% |
| YTD | -33.3% | +7.5% | -40.8% | -35.8% |
| 1Y | -39.8% | +10.5% | -50.3% | -42.6% |
| 3Y | -19.9% | +81.0% | -100.9% | -32.0% |
| 5Y | -26.1% | +181.8% | -207.9% | -43.8% |
| All | +514.0% | +175.8% | +338.2% | +331.2% |
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 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