+29.7%
Q vs ITUB
+28.8%
+0.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -3.3% |
| 7D | +4.1% | +1.0% | +3.1% | +3.4% |
| 30D | -10.7% | +10.7% | -21.4% | -16.3% |
| 3M | -11.7% | +10.1% | -21.8% | -18.2% |
| 6M | +8.3% | -0.1% | +8.5% | +7.0% |
| YTD | +51.3% | +18.4% | +32.9% | +37.8% |
| All | +29.7% | +28.8% | +0.9% | +6.7% |
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