+50.7%
O vs ITUB
+220.1%
-169.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.9% | +2.2% | -5.1% | -3.4% |
| 30D | -4.5% | +12.6% | -17.1% | -7.2% |
| 3M | -2.6% | +6.4% | -9.1% | -4.3% |
| 6M | -5.6% | +0.6% | -6.2% | -6.3% |
| YTD | +9.3% | +18.8% | -9.6% | +3.8% |
| 1Y | +4.3% | +31.0% | -26.7% | -3.4% |
| 3Y | +27.4% | +118.1% | -90.6% | +2.6% |
| 5Y | +17.1% | +193.0% | -176.0% | -15.9% |
| All | +50.7% | +220.1% | -169.4% | -0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling