-53.4%
S vs ITUB
+167.2%
-220.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.3% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | -11.8% | +10.7% | -22.5% | -14.0% |
| 3M | +33.9% | +10.1% | +23.9% | +30.2% |
| 6M | +40.1% | -0.1% | +40.2% | +38.9% |
| YTD | +32.1% | +18.4% | +13.6% | +24.5% |
| 1Y | +11.0% | +31.3% | -20.2% | +2.1% |
| 3Y | +16.9% | +124.6% | -107.7% | -5.0% |
| 5Y | -68.9% | +192.0% | -260.9% | -76.8% |
| All | -53.4% | +167.2% | -220.6% | -64.7% |
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