-18.8%
OPEN vs ITUB
+125.3%
-144.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.7% |
| 7D | +1.0% | +8.2% | -7.3% | -3.6% |
| 30D | -11.9% | +4.7% | -16.6% | -14.5% |
| 3M | -28.8% | +13.0% | -41.8% | -34.3% |
| 6M | -38.6% | +4.2% | -42.8% | -40.9% |
| YTD | -47.3% | +18.6% | -65.9% | -53.2% |
| 1Y | -49.2% | +31.3% | -80.4% | -57.6% |
| 3Y | -18.8% | +124.9% | -143.7% | -66.5% |
| All | -18.8% | +125.3% | -144.1% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling