-6.3%
NVTS vs ITUB
+199.6%
-205.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.8% |
| 7D | +9.7% | +8.2% | +1.4% | +5.9% |
| 30D | -13.6% | +4.7% | -18.3% | -15.5% |
| 3M | -51.0% | +13.0% | -64.0% | -53.7% |
| 6M | +46.3% | +4.2% | +42.2% | +43.0% |
| YTD | +68.1% | +18.6% | +49.5% | +56.9% |
| 1Y | +113.9% | +31.3% | +82.7% | +92.0% |
| 3Y | +45.3% | +124.9% | -79.6% | +4.7% |
| All | -6.3% | +199.6% | -205.8% | -38.1% |
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 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