+469.1%
P vs ITUB
+333.5%
+135.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.2% | +3.2% |
| 7D | -23.8% | +3.7% | -27.5% | -24.7% |
| 30D | -36.6% | -24.1% | -12.5% | -32.2% |
| 3M | +10.9% | -9.6% | +20.4% | +11.7% |
| 6M | +30.0% | -11.5% | +41.5% | +31.5% |
| YTD | +44.4% | +5.5% | +38.9% | +38.1% |
| 1Y | +3.9% | +9.9% | -5.9% | -1.9% |
| 3Y | +176.6% | +84.8% | +91.8% | +120.6% |
| 5Y | +249.3% | +182.6% | +66.6% | +138.1% |
| 10Y | +726.9% | +141.7% | +585.2% | +457.5% |
| All | +469.1% | +333.5% | +135.6% | +234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling