+158.7%
P vs ITUB
+125.3%
+33.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.3% | +1.1% |
| 7D | +7.8% | +8.2% | -0.4% | +5.3% |
| 30D | +12.3% | +4.7% | +7.6% | +10.5% |
| 3M | +37.1% | +13.0% | +24.1% | +31.5% |
| 6M | +66.1% | +4.2% | +61.9% | +62.4% |
| YTD | +50.9% | +18.6% | +32.4% | +42.5% |
| 1Y | +27.2% | +31.3% | -4.0% | +16.2% |
| 3Y | +158.7% | +124.9% | +33.8% | +97.0% |
| All | +158.7% | +125.3% | +33.4% | +97.0% |
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 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