+238.6%
P vs ITUB
+184.7%
+53.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.2% | +3.2% |
| 7D | -23.8% | +3.7% | -27.5% | -24.6% |
| 30D | -36.6% | -24.1% | -12.5% | -32.7% |
| 3M | +10.9% | -9.6% | +20.4% | +11.1% |
| 6M | +30.0% | -11.5% | +41.5% | +30.8% |
| YTD | +44.4% | +5.5% | +38.9% | +37.6% |
| 1Y | +3.9% | +9.9% | -5.9% | -2.3% |
| 3Y | +176.6% | +84.8% | +91.8% | +122.0% |
| All | +238.6% | +184.7% | +53.9% | +134.4% |
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