+54,852.2%
NVDA vs ITUB
+1,959.7%
+52,892.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.7% |
| 7D | +3.8% | +8.2% | -4.4% | +0.9% |
| 30D | +0.8% | +4.7% | -3.9% | -1.0% |
| 3M | +8.2% | +13.0% | -4.8% | +3.2% |
| 6M | +27.1% | +4.2% | +22.9% | +24.5% |
| YTD | +21.2% | +18.6% | +2.6% | +13.0% |
| 1Y | +34.3% | +31.3% | +3.0% | +20.4% |
| 3Y | +396.3% | +124.9% | +271.4% | +259.5% |
| 5Y | +913.8% | +195.6% | +718.2% | +536.7% |
| 10Y | +14,572.5% | +196.4% | +14,376.1% | +7,980.8% |
| All | +54,852.2% | +1,959.7% | +52,892.5% | +13,612.6% |
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 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