-84.2%
OPEN vs ITUB
+186.4%
-270.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -0.9% |
| 7D | -2.9% | 0.0% | -2.9% | -3.0% |
| 30D | -13.8% | +2.6% | -16.4% | -15.1% |
| 3M | -30.9% | +8.4% | -39.3% | -34.2% |
| 6M | -40.9% | -0.5% | -40.4% | -41.4% |
| YTD | -48.5% | +15.3% | -63.8% | -52.7% |
| 1Y | -50.9% | +28.7% | -79.6% | -57.4% |
| 3Y | -20.6% | +118.7% | -139.3% | -49.2% |
| 5Y | -84.2% | +182.7% | -266.8% | -90.9% |
| All | -84.2% | +186.4% | -270.5% | -90.9% |
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 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