+1,972.6%
NOW vs ITUB
+219.4%
+1,753.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | -3.0% | +3.7% | -6.7% | -3.7% |
| 30D | -26.0% | -24.1% | -1.9% | -22.6% |
| 3M | -13.1% | -9.6% | -3.6% | -12.4% |
| 6M | +14.5% | -11.5% | +26.0% | +15.5% |
| YTD | -33.4% | +5.5% | -39.0% | -35.7% |
| 1Y | -40.6% | +9.9% | -50.5% | -43.3% |
| 3Y | -16.3% | +84.8% | -101.1% | -29.0% |
| 5Y | -26.3% | +182.6% | -209.0% | -43.8% |
| 10Y | +512.7% | +141.7% | +371.0% | +350.2% |
| All | +1,972.6% | +219.4% | +1,753.1% | +1,251.7% |
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