-70.6%
S vs ITUB
+186.4%
-256.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.8% | +0.7% |
| 7D | -1.2% | 0.0% | -1.2% | -1.3% |
| 30D | -12.6% | +2.6% | -15.1% | -13.3% |
| 3M | +27.6% | +8.4% | +19.1% | +24.3% |
| 6M | +35.5% | -0.5% | +36.0% | +34.3% |
| YTD | +29.6% | +15.3% | +14.3% | +22.8% |
| 1Y | +8.1% | +28.7% | -20.6% | -0.3% |
| 3Y | +14.8% | +118.7% | -103.9% | -6.5% |
| 5Y | -70.6% | +182.7% | -253.2% | -78.4% |
| All | -70.6% | +186.4% | -256.9% | -78.4% |
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