+90.2%
NTR vs ITUB
+119.3%
-29.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -1.3% | +2.2% | -3.5% | -1.9% |
| 30D | +16.8% | +12.6% | +4.2% | +12.8% |
| 3M | +20.7% | +6.4% | +14.3% | +18.2% |
| 6M | +0.5% | +0.6% | -0.1% | -0.8% |
| YTD | +29.2% | +18.8% | +10.3% | +20.7% |
| 1Y | +39.6% | +31.0% | +8.6% | +26.1% |
| 3Y | +37.9% | +118.1% | -80.2% | +3.9% |
| 5Y | +47.1% | +193.0% | -146.0% | -3.1% |
| All | +90.2% | +119.3% | -29.2% | +27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling