+750.3%
NVT vs ITUB
+88.4%
+661.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.3% | +4.5% |
| 7D | +4.1% | +2.2% | +1.9% | +3.2% |
| 30D | -5.1% | +12.6% | -17.7% | -9.2% |
| 3M | -1.2% | +6.4% | -7.6% | -3.6% |
| 6M | +46.6% | +0.6% | +46.0% | +45.7% |
| YTD | +60.0% | +18.8% | +41.1% | +49.7% |
| 1Y | +70.8% | +31.0% | +39.8% | +54.1% |
| 3Y | +187.5% | +118.1% | +69.5% | +111.5% |
| 5Y | +426.1% | +193.0% | +233.1% | +227.0% |
| All | +750.3% | +88.4% | +661.8% | +446.9% |
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 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