+84.5%
PR vs ITUB
+175.8%
-91.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.4% |
| 7D | +6.0% | +1.9% | +4.1% | +5.2% |
| 30D | -4.2% | -22.2% | +18.0% | +3.4% |
| 3M | +10.0% | +2.7% | +7.3% | +5.6% |
| 6M | +15.6% | -3.0% | +18.6% | +12.6% |
| YTD | +68.2% | +7.5% | +60.7% | +54.3% |
| 1Y | +79.2% | +10.5% | +68.7% | +62.0% |
| 3Y | +94.9% | +81.0% | +13.9% | +39.6% |
| 5Y | +272.8% | +181.8% | +91.0% | +110.3% |
| All | +84.5% | +175.8% | -91.3% | +17.3% |
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