+281.3%
P vs ITUB
+173.6%
+107.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.2% | +1.6% |
| 7D | +6.5% | +8.7% | -2.2% | +4.0% |
| 30D | +18.8% | -0.7% | +19.5% | +18.7% |
| 3M | +26.7% | +7.8% | +19.0% | +23.5% |
| 6M | +62.2% | -3.4% | +65.6% | +62.5% |
| YTD | +48.5% | +16.3% | +32.2% | +41.2% |
| 1Y | +26.4% | +29.8% | -3.4% | +16.2% |
| 3Y | +159.4% | +111.1% | +48.3% | +106.4% |
| All | +281.3% | +173.6% | +107.7% | +177.6% |
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