-74.2%
OPEN vs ITUB
+226.6%
-300.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -11.4% | +2.2% | -13.6% | -12.3% |
| 30D | -20.1% | +12.6% | -32.7% | -24.0% |
| 3M | -37.6% | +6.4% | -44.0% | -39.5% |
| 6M | -47.1% | +0.6% | -47.7% | -47.6% |
| YTD | -52.1% | +18.8% | -71.0% | -55.7% |
| 1Y | -73.5% | +31.0% | -104.5% | -76.4% |
| 3Y | -24.4% | +118.1% | -142.5% | -45.7% |
| 5Y | -85.1% | +193.0% | -278.2% | -90.2% |
| All | -74.2% | +226.6% | -300.8% | -83.7% |
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