+90.9%
NTR vs ITUB
+118.5%
-27.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.2% |
| 7D | -2.5% | +1.0% | -3.4% | -2.8% |
| 30D | +17.0% | +10.7% | +6.3% | +13.6% |
| 3M | +22.2% | +10.1% | +12.1% | +18.4% |
| 6M | +5.2% | -0.1% | +5.3% | +4.0% |
| YTD | +29.7% | +18.4% | +11.2% | +21.3% |
| 1Y | +39.4% | +31.3% | +8.1% | +25.9% |
| 3Y | +38.2% | +124.6% | -86.4% | +3.2% |
| 5Y | +47.6% | +192.0% | -144.4% | -2.6% |
| All | +90.9% | +118.5% | -27.7% | +28.0% |
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