+1,489.3%
NRG vs ITUB
+1,804.3%
-314.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | -4.7% | +2.2% | -6.9% | -5.4% |
| 30D | -6.0% | +12.6% | -18.6% | -9.7% |
| 3M | -8.0% | +6.4% | -14.4% | -9.8% |
| 6M | -23.2% | +0.6% | -23.7% | -23.2% |
| YTD | -28.1% | +18.8% | -46.9% | -31.9% |
| 1Y | -27.3% | +31.0% | -58.3% | -33.4% |
| 3Y | +208.7% | +118.1% | +90.6% | +133.1% |
| 5Y | +197.7% | +193.0% | +4.6% | +94.0% |
| 10Y | +1,103.3% | +217.1% | +886.2% | +570.0% |
| All | +1,489.3% | +1,804.3% | -314.9% | +427.4% |
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