+46.4%
RF vs ITUB
+181.1%
-134.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.7% |
| 7D | +1.9% | +1.9% | 0.0% | +1.4% |
| 30D | +7.3% | -22.2% | +29.5% | +13.3% |
| 3M | -7.9% | +2.7% | -10.6% | -10.7% |
| 6M | +10.5% | -3.0% | +13.5% | +8.6% |
| YTD | +9.6% | +7.5% | +2.1% | +4.1% |
| 1Y | +20.3% | +10.5% | +9.8% | +13.1% |
| 3Y | +119.5% | +81.0% | +38.5% | +74.3% |
| All | +46.4% | +181.1% | -134.7% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling