-99.2%
NVD vs ITUB
+115.2%
-214.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.6% | +0.3% |
| 7D | +0.5% | 0.0% | +0.5% | +0.6% |
| 30D | -9.3% | +2.6% | -11.9% | -7.9% |
| 3M | -22.1% | +8.4% | -30.5% | -18.0% |
| 6M | -45.8% | -0.5% | -45.3% | -44.6% |
| YTD | -46.7% | +15.3% | -62.0% | -40.6% |
| 1Y | -59.5% | +28.7% | -88.2% | -51.6% |
| 3Y | -99.2% | +118.7% | -217.8% | -98.5% |
| All | -99.2% | +115.2% | -214.3% | -98.5% |
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