+95.0%
RF vs ITUB
+120.6%
-25.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +1.3% | +8.7% | -7.4% | -1.0% |
| 30D | -3.6% | -0.7% | -2.9% | -3.5% |
| 3M | +8.1% | +7.8% | +0.3% | +5.4% |
| 6M | +11.5% | -3.4% | +14.9% | +11.9% |
| YTD | +15.6% | +16.3% | -0.7% | +9.9% |
| 1Y | +15.7% | +29.8% | -14.1% | +6.1% |
| All | +95.0% | +120.6% | -25.6% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling