+338.5%
RF vs ITUB
+197.6%
+140.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.4% |
| 7D | -0.1% | 0.0% | -0.1% | -0.2% |
| 30D | -4.0% | +2.6% | -6.6% | -5.1% |
| 3M | +5.6% | +8.4% | -2.9% | +1.9% |
| 6M | +13.1% | -0.5% | +13.6% | +12.3% |
| YTD | +13.6% | +15.3% | -1.7% | +6.4% |
| 1Y | +16.0% | +28.7% | -12.8% | +3.7% |
| 3Y | +90.2% | +118.7% | -28.5% | +35.7% |
| 5Y | +87.0% | +182.7% | -95.7% | +14.4% |
| 10Y | +338.5% | +207.6% | +130.9% | +152.3% |
| All | +338.5% | +197.6% | +140.9% | +152.3% |
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