-9.1%
NVTS vs ITUB
+200.3%
-209.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.1% |
| 7D | -1.4% | +2.2% | -3.6% | -2.4% |
| 30D | -16.5% | +12.6% | -29.1% | -20.9% |
| 3M | -47.6% | +6.4% | -54.0% | -49.2% |
| 6M | +7.3% | +0.6% | +6.7% | +6.4% |
| YTD | +62.9% | +18.8% | +44.0% | +51.8% |
| 1Y | +91.3% | +31.0% | +60.3% | +71.7% |
| 3Y | +43.4% | +118.1% | -74.7% | +4.5% |
| All | -9.1% | +200.3% | -209.4% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling