+45.2%
PL vs ITUB
+189.7%
-144.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.3% | +12.2% | +13.7% |
| 7D | +10.9% | +5.5% | +5.4% | +8.9% |
| 30D | -16.4% | -25.6% | +9.2% | -8.4% |
| 3M | -39.9% | -4.7% | -35.3% | -40.5% |
| 6M | -63.2% | -8.6% | -54.6% | -63.0% |
| YTD | -27.1% | +7.9% | -35.1% | -31.5% |
| 1Y | +12.2% | +11.2% | +1.0% | +4.4% |
| 3Y | +584.3% | +82.6% | +501.6% | +443.7% |
| 5Y | +37.0% | +192.7% | -155.7% | -1.1% |
| All | +45.2% | +189.7% | -144.6% | +5.3% |
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 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