+17.2%
O vs ITUB
+185.6%
-168.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.3% |
| 7D | -3.5% | +1.0% | -4.5% | -3.7% |
| 30D | -3.3% | +10.7% | -14.0% | -4.7% |
| 3M | -2.8% | +10.1% | -12.9% | -4.4% |
| 6M | -5.8% | -0.1% | -5.6% | -6.1% |
| YTD | +9.4% | +18.4% | -9.0% | +6.0% |
| 1Y | +5.7% | +31.3% | -25.6% | +0.7% |
| 3Y | +27.2% | +124.6% | -97.4% | +10.4% |
| 5Y | +17.2% | +192.0% | -174.8% | -5.5% |
| All | +17.2% | +185.6% | -168.5% | -5.5% |
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