+122.8%
NTAP vs ITUB
+185.6%
-62.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.1% |
| 7D | -1.0% | +1.0% | -1.9% | -1.1% |
| 30D | -7.5% | +10.7% | -18.2% | -9.3% |
| 3M | +14.6% | +10.1% | +4.6% | +12.4% |
| 6M | +91.0% | -0.1% | +91.1% | +90.1% |
| YTD | +73.7% | +18.4% | +55.3% | +66.5% |
| 1Y | +51.2% | +31.3% | +20.0% | +41.5% |
| 3Y | +146.1% | +124.6% | +21.5% | +105.8% |
| 5Y | +122.8% | +192.0% | -69.1% | +72.4% |
| All | +122.8% | +185.6% | -62.8% | +72.4% |
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 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