+575.6%
NUE vs ITUB
+220.1%
+355.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -0.6% | +2.2% | -2.8% | -1.3% |
| 30D | -4.6% | +12.6% | -17.2% | -7.9% |
| 3M | -0.3% | +6.4% | -6.7% | -2.4% |
| 6M | +51.9% | +0.6% | +51.3% | +50.8% |
| YTD | +60.0% | +18.8% | +41.1% | +50.8% |
| 1Y | +82.9% | +31.0% | +51.9% | +67.1% |
| 3Y | +66.0% | +118.1% | -52.1% | +27.6% |
| 5Y | +149.0% | +193.0% | -44.1% | +68.8% |
| All | +575.6% | +220.1% | +355.5% | +325.7% |
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 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