+655.3%
P vs ITUB
+176.3%
+479.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.3% | +3.8% |
| 7D | -4.7% | +3.7% | -8.4% | -5.7% |
| 30D | -31.4% | -24.9% | -6.5% | -26.0% |
| 3M | -2.6% | +0.8% | -3.4% | -5.0% |
| 6M | +21.9% | -6.6% | +28.6% | +21.4% |
| YTD | +58.9% | +7.8% | +51.1% | +50.4% |
| 1Y | +21.7% | +7.4% | +14.4% | +15.3% |
| 3Y | +193.3% | +78.8% | +114.5% | +131.6% |
| 5Y | +275.1% | +179.9% | +95.2% | +146.6% |
| 10Y | +655.3% | +170.9% | +484.4% | +375.3% |
| All | +655.3% | +176.3% | +479.1% | +375.3% |
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