-47.6%
S vs ITUB
+137.5%
-185.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.4% | -3.9% | -5.8% |
| 7D | +4.1% | +1.1% | +3.0% | +3.9% |
| 30D | -7.2% | -25.4% | +18.3% | -2.4% |
| 3M | 0.0% | -0.3% | +0.2% | -2.0% |
| 6M | +41.6% | -8.0% | +49.6% | +40.8% |
| YTD | +48.6% | +5.2% | +43.4% | +41.3% |
| 1Y | +30.0% | +7.4% | +22.6% | +23.3% |
| 3Y | +42.2% | +74.5% | -32.4% | +19.6% |
| 5Y | -70.8% | +175.8% | -246.6% | -78.1% |
| All | -47.6% | +137.5% | -185.0% | -60.0% |
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