-27.6%
NRG vs ITUB
+1.4%
-29.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -5.9% | -5.2% |
| 7D | -0.2% | +1.0% | -1.1% | -1.0% |
| 30D | -6.8% | +10.7% | -17.5% | -14.1% |
| 3M | -7.1% | +10.1% | -17.2% | -12.7% |
| 6M | -27.6% | -0.1% | -27.4% | -26.7% |
| All | -27.6% | +1.4% | -29.0% | -26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling