+1,327.8%
NTAP vs ITUB
+1,920.1%
-592.2%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -0.8% | +8.7% | -9.5% | -3.3% |
| 30D | -0.5% | -0.7% | +0.2% | -0.6% |
| 3M | +4.1% | +7.8% | -3.7% | +1.2% |
| 6M | +88.0% | -3.4% | +91.4% | +87.8% |
| YTD | +75.6% | +16.3% | +59.3% | +65.1% |
| 1Y | +58.9% | +29.8% | +29.1% | +43.9% |
| 3Y | +153.6% | +111.1% | +42.5% | +93.8% |
| 5Y | +127.6% | +173.6% | -45.9% | +53.6% |
| 10Y | +580.4% | +193.2% | +387.1% | +301.7% |
| All | +1,327.8% | +1,920.1% | -592.2% | +220.9% |
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