+335.7%
NSC vs ITUB
+197.6%
+138.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.8% |
| 7D | -2.0% | 0.0% | -2.0% | -2.1% |
| 30D | -3.2% | +2.6% | -5.8% | -3.9% |
| 3M | +3.9% | +8.4% | -4.5% | +1.6% |
| 6M | +7.8% | -0.5% | +8.3% | +7.2% |
| YTD | +13.4% | +15.3% | -1.9% | +8.5% |
| 1Y | +20.3% | +28.7% | -8.4% | +11.8% |
| 3Y | +76.1% | +118.7% | -42.6% | +41.3% |
| 5Y | +45.0% | +182.7% | -137.7% | +4.6% |
| 10Y | +335.7% | +207.6% | +128.1% | +189.5% |
| All | +335.7% | +197.6% | +138.2% | +189.5% |
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