+3,197.3%
NUE vs ITUB
+1,902.7%
+1,294.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.7% |
| 7D | -2.3% | 0.0% | -2.3% | -2.4% |
| 30D | -6.1% | +2.6% | -8.7% | -7.1% |
| 3M | +1.7% | +8.4% | -6.8% | -1.9% |
| 6M | +53.1% | -0.5% | +53.6% | +52.2% |
| YTD | +59.0% | +15.3% | +43.8% | +48.5% |
| 1Y | +85.3% | +28.7% | +56.6% | +65.1% |
| 3Y | +63.2% | +118.7% | -55.4% | +14.6% |
| 5Y | +146.8% | +182.7% | -35.9% | +48.8% |
| 10Y | +584.3% | +207.6% | +376.7% | +244.6% |
| All | +3,197.3% | +1,902.7% | +1,294.5% | +800.3% |
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