-39.0%
U vs ITUB
+261.6%
-300.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -3.8% | +8.7% | -12.5% | -6.7% |
| 30D | +17.5% | -0.7% | +18.1% | +17.4% |
| 3M | +38.7% | +7.8% | +30.9% | +34.3% |
| 6M | +104.4% | -3.4% | +107.8% | +105.4% |
| YTD | -5.7% | +16.3% | -22.0% | -11.4% |
| 1Y | +3.7% | +29.8% | -26.1% | -6.6% |
| 3Y | +12.3% | +111.1% | -98.7% | -14.1% |
| 5Y | -68.8% | +173.6% | -242.4% | -78.1% |
| All | -39.0% | +261.6% | -300.6% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling