-35.7%
U vs ITUB
+269.6%
-305.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.4% |
| 7D | +5.5% | +2.2% | +3.3% | +4.7% |
| 30D | -1.3% | +12.6% | -13.9% | -5.5% |
| 3M | +64.6% | +6.4% | +58.2% | +60.2% |
| 6M | +119.4% | +0.6% | +118.8% | +117.4% |
| YTD | -0.5% | +18.8% | -19.3% | -7.2% |
| 1Y | +1.3% | +31.0% | -29.7% | -9.1% |
| 3Y | +15.6% | +118.1% | -102.5% | -12.5% |
| 5Y | -67.5% | +193.0% | -260.5% | -77.5% |
| All | -35.7% | +269.6% | -305.2% | -58.0% |
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