+2,594.9%
ON vs ITUB
+1,920.1%
+674.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.3% |
| 7D | +2.4% | +8.7% | -6.3% | -1.0% |
| 30D | -3.3% | -0.7% | -2.6% | -3.4% |
| 3M | -43.6% | +7.8% | -51.4% | -45.6% |
| 6M | +19.0% | -3.4% | +22.4% | +19.5% |
| YTD | +37.4% | +16.3% | +21.1% | +27.7% |
| 1Y | +54.8% | +29.8% | +24.9% | +37.3% |
| 3Y | -25.2% | +111.1% | -136.2% | -46.6% |
| 5Y | +62.7% | +173.6% | -110.8% | -1.3% |
| 10Y | +574.3% | +193.2% | +381.1% | +265.3% |
| All | +2,594.9% | +1,920.1% | +674.9% | +392.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling