+41.6%
NYT vs ITUB
+186.2%
-144.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -0.6% | +2.2% | -2.8% | -0.9% |
| 30D | +4.6% | +12.6% | -8.0% | +3.0% |
| 3M | -9.6% | +6.4% | -16.0% | -10.4% |
| 6M | -14.0% | +0.6% | -14.6% | -14.4% |
| YTD | -2.8% | +18.8% | -21.7% | -5.6% |
| 1Y | +15.6% | +31.0% | -15.4% | +10.6% |
| 3Y | +56.3% | +118.1% | -61.8% | +38.2% |
| All | +41.6% | +186.2% | -144.5% | +20.9% |
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 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