+16.5%
NYT vs ITUB
+9.1%
+7.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.2% | -1.0% |
| 7D | -3.9% | -1.6% | -2.3% | -3.8% |
| 30D | +4.3% | -26.6% | +30.9% | +5.1% |
| 3M | -11.7% | -11.0% | -0.7% | -12.3% |
| 6M | -14.4% | -13.0% | -1.4% | -14.9% |
| YTD | -3.0% | +3.9% | -7.0% | -1.5% |
| 1Y | +16.5% | +9.8% | +6.7% | +18.7% |
| All | +16.5% | +9.1% | +7.5% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling