+127.9%
NTAP vs ITUB
+181.1%
-53.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.9% |
| 7D | +7.2% | +1.9% | +5.3% | +6.9% |
| 30D | -18.4% | -22.2% | +3.8% | -15.6% |
| 3M | -11.3% | +2.7% | -14.0% | -13.1% |
| 6M | +53.8% | -3.0% | +56.7% | +51.8% |
| YTD | +72.0% | +7.5% | +64.5% | +65.2% |
| 1Y | +68.0% | +10.5% | +57.6% | +60.2% |
| 3Y | +149.5% | +81.0% | +68.5% | +112.7% |
| All | +127.9% | +181.1% | -53.2% | +72.3% |
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