+49.6%
ON vs ITUB
+185.6%
-136.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.9% | -1.9% |
| 7D | -4.7% | +1.0% | -5.7% | -5.1% |
| 30D | -13.5% | +10.7% | -24.2% | -16.2% |
| 3M | -36.3% | +10.1% | -46.4% | -38.4% |
| 6M | +17.8% | -0.1% | +17.9% | +16.8% |
| YTD | +29.6% | +18.4% | +11.2% | +22.2% |
| 1Y | +45.8% | +31.3% | +14.5% | +33.3% |
| 3Y | -28.3% | +124.6% | -153.0% | -43.6% |
| 5Y | +49.6% | +192.0% | -142.3% | +7.1% |
| All | +49.6% | +185.6% | -136.0% | +7.1% |
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 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