+696.9%
P vs ITUB
+197.6%
+499.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.3% | -3.2% |
| 7D | +5.0% | 0.0% | +5.0% | +5.1% |
| 30D | -0.9% | +2.6% | -3.5% | -2.0% |
| 3M | +38.7% | +8.4% | +30.2% | +34.6% |
| 6M | +54.4% | -0.5% | +54.9% | +53.3% |
| YTD | +44.8% | +15.3% | +29.6% | +37.2% |
| 1Y | +22.5% | +28.7% | -6.2% | +12.0% |
| 3Y | +148.2% | +118.7% | +29.6% | +89.0% |
| 5Y | +268.9% | +182.7% | +86.2% | +149.7% |
| 10Y | +696.9% | +207.6% | +489.3% | +430.0% |
| All | +696.9% | +197.6% | +499.3% | +430.0% |
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