-54.2%
NVD vs ITUB
+31.4%
-85.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.5% |
| 7D | +10.8% | +2.2% | +8.6% | +12.2% |
| 30D | +0.8% | +12.6% | -11.9% | +8.3% |
| 3M | -20.8% | +6.4% | -27.2% | -17.7% |
| 6M | -41.2% | +0.6% | -41.7% | -39.2% |
| YTD | -44.2% | +18.8% | -63.0% | -37.7% |
| 1Y | -54.2% | +31.0% | -85.2% | -44.9% |
| All | -54.2% | +31.4% | -85.5% | -44.9% |
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