+98.1%
NU vs ITUB
+120.9%
-22.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.9% |
| 7D | -4.9% | +2.2% | -7.1% | -6.4% |
| 30D | +7.8% | +12.6% | -4.8% | -0.7% |
| 3M | +20.9% | +6.4% | +14.5% | +15.7% |
| 6M | +0.9% | +0.6% | +0.3% | +0.2% |
| YTD | -12.7% | +18.8% | -31.5% | -22.5% |
| 1Y | -6.4% | +31.0% | -37.4% | -22.2% |
| 3Y | +98.1% | +118.1% | -20.0% | +16.7% |
| All | +98.1% | +120.9% | -22.8% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling