+155.9%
NUE vs ITUB
+186.2%
-30.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -0.6% | +2.2% | -2.8% | -1.2% |
| 30D | -4.6% | +12.6% | -17.2% | -7.3% |
| 3M | -0.3% | +6.4% | -6.7% | -2.1% |
| 6M | +51.9% | +0.6% | +51.3% | +50.9% |
| YTD | +60.0% | +18.8% | +41.1% | +52.4% |
| 1Y | +82.9% | +31.0% | +51.9% | +69.8% |
| 3Y | +66.0% | +118.1% | -52.1% | +33.2% |
| All | +155.9% | +186.2% | -30.3% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling