+1,711.9%
NTRA vs ITUB
+228.0%
+1,483.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.8% |
| 7D | -0.5% | +1.0% | -1.4% | -0.7% |
| 30D | +4.3% | +10.7% | -6.4% | +2.0% |
| 3M | +50.6% | +10.1% | +40.6% | +47.1% |
| 6M | +63.9% | -0.1% | +64.1% | +63.2% |
| YTD | +42.4% | +18.4% | +23.9% | +36.6% |
| 1Y | +92.1% | +31.3% | +60.8% | +80.1% |
| 3Y | +501.7% | +124.6% | +377.1% | +401.2% |
| 5Y | +171.4% | +192.0% | -20.5% | +110.2% |
| 10Y | +3,161.4% | +216.0% | +2,945.4% | +2,329.2% |
| All | +1,711.9% | +228.0% | +1,483.9% | +1,105.4% |
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 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