+78.2%
NTNX vs ITUB
+206.5%
-128.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.1% | +2.2% | -5.4% | -3.8% |
| 30D | +2.0% | +12.6% | -10.6% | -1.5% |
| 3M | +34.0% | +6.4% | +27.5% | +31.1% |
| 6M | +72.4% | +0.6% | +71.8% | +70.0% |
| YTD | +27.5% | +18.8% | +8.7% | +18.9% |
| 1Y | -18.7% | +31.0% | -49.7% | -26.9% |
| 3Y | +80.8% | +118.1% | -37.3% | +36.1% |
| 5Y | +54.5% | +193.0% | -138.5% | +1.4% |
| All | +78.2% | +206.5% | -128.3% | -29.0% |
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