+625.8%
NTAP vs ITUB
+220.1%
+405.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.2% | +8.5% |
| 7D | +7.4% | +2.2% | +5.2% | +6.8% |
| 30D | -1.4% | +12.6% | -14.0% | -4.3% |
| 3M | +24.6% | +6.4% | +18.2% | +22.3% |
| 6M | +105.9% | +0.6% | +105.3% | +104.0% |
| YTD | +88.5% | +18.8% | +69.7% | +78.5% |
| 1Y | +62.1% | +31.0% | +31.1% | +49.2% |
| 3Y | +169.1% | +118.1% | +51.0% | +114.8% |
| 5Y | +141.9% | +193.0% | -51.2% | +72.4% |
| All | +625.8% | +220.1% | +405.7% | +399.8% |
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