-20.0%
POET vs ITUB
+157.1%
-177.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -1.0% | -3.2% |
| 7D | +9.7% | 0.0% | +9.7% | +9.8% |
| 30D | -6.5% | +2.6% | -9.1% | -7.0% |
| 3M | -25.7% | +8.4% | -34.1% | -26.8% |
| 6M | +19.6% | -0.5% | +20.1% | +20.2% |
| YTD | +26.4% | +15.3% | +11.1% | +24.0% |
| 1Y | +50.1% | +28.7% | +21.4% | +44.6% |
| 3Y | +127.9% | +118.7% | +9.3% | +100.4% |
| 5Y | -5.9% | +182.7% | -188.6% | -21.7% |
| 10Y | +31.1% | +207.6% | -176.4% | +3.3% |
| All | -20.0% | +157.1% | -177.1% | -14.9% |
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