-89.0%
OPEN vs ITUB
+195.5%
-284.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -4.5% |
| 7D | -15.0% | +1.9% | -16.9% | -15.5% |
| 30D | -40.2% | -22.2% | -18.0% | -35.1% |
| 3M | -67.4% | +2.7% | -70.1% | -68.7% |
| 6M | -74.0% | -3.0% | -71.1% | -74.6% |
| YTD | -79.6% | +7.5% | -87.1% | -80.9% |
| 1Y | -86.1% | +10.5% | -96.6% | -87.1% |
| 3Y | -41.4% | +81.0% | -122.4% | -56.3% |
| 5Y | -94.9% | +181.8% | -276.7% | -96.6% |
| All | -89.0% | +195.5% | -284.4% | -93.0% |
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