+193.5%
NRG vs ITUB
+186.2%
+7.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | -4.7% | +2.2% | -6.9% | -5.2% |
| 30D | -6.0% | +12.6% | -18.6% | -8.8% |
| 3M | -8.0% | +6.4% | -14.4% | -9.2% |
| 6M | -23.2% | +0.6% | -23.7% | -23.2% |
| YTD | -28.1% | +18.8% | -46.9% | -30.1% |
| 1Y | -27.3% | +31.0% | -58.3% | -30.5% |
| 3Y | +208.7% | +118.1% | +90.6% | +166.6% |
| All | +193.5% | +186.2% | +7.3% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling