+1,298.5%
NTAP vs ITUB
+1,767.9%
-469.3%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.2% |
| 7D | +7.2% | +1.9% | +5.3% | +6.6% |
| 30D | -18.4% | -22.2% | +3.8% | -12.9% |
| 3M | -11.3% | +2.7% | -14.0% | -13.8% |
| 6M | +53.8% | -3.0% | +56.7% | +51.3% |
| YTD | +72.0% | +7.5% | +64.5% | +62.6% |
| 1Y | +68.0% | +10.5% | +57.6% | +57.2% |
| 3Y | +149.5% | +81.0% | +68.5% | +96.9% |
| 5Y | +125.6% | +181.8% | -56.2% | +48.8% |
| 10Y | +583.1% | +170.2% | +413.0% | +308.2% |
| All | +1,298.5% | +1,767.9% | -469.3% | +216.1% |
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