+384.8%
NVDA vs ITUB
+120.1%
+264.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -3.1% |
| 7D | -4.3% | +1.0% | -5.3% | -4.6% |
| 30D | +0.5% | +10.7% | -10.2% | -2.6% |
| 3M | +9.1% | +10.1% | -1.0% | +5.7% |
| 6M | +18.5% | -0.1% | +18.6% | +17.9% |
| YTD | +17.4% | +18.4% | -1.1% | +11.3% |
| 1Y | +23.4% | +31.3% | -7.8% | +13.4% |
| All | +384.8% | +120.1% | +264.7% | +259.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling