-30.2%
NVD vs ITUB
+9.0%
-39.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.3% | +3.2% | +7.5% |
| 7D | +15.0% | -1.6% | +16.6% | +14.3% |
| 30D | +39.3% | -26.6% | +65.9% | +25.5% |
| 3M | +3.1% | -11.1% | +14.2% | +3.2% |
| 6M | -19.0% | -13.1% | -5.9% | -19.6% |
| YTD | -35.5% | +3.9% | -39.4% | -29.0% |
| 1Y | -30.2% | +9.8% | -39.9% | -21.2% |
| All | -30.2% | +9.0% | -39.2% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling