-68.9%
U vs ITUB
+185.6%
-254.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -2.2% |
| 7D | 0.0% | +1.0% | -1.0% | -0.5% |
| 30D | -4.1% | +10.7% | -14.8% | -8.2% |
| 3M | +57.8% | +10.1% | +47.7% | +50.6% |
| 6M | +103.5% | -0.1% | +103.7% | +101.9% |
| YTD | -4.8% | +18.4% | -23.2% | -12.3% |
| 1Y | -2.4% | +31.3% | -33.7% | -14.4% |
| 3Y | +11.7% | +124.6% | -113.0% | -21.2% |
| 5Y | -68.9% | +192.0% | -260.8% | -80.0% |
| All | -68.9% | +185.6% | -254.5% | -80.0% |
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 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