+476.5%
V vs ITUB
+169.9%
+306.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.7% |
| 7D | -0.4% | +1.1% | -1.5% | -0.6% |
| 30D | +6.3% | -25.4% | +31.8% | +12.7% |
| 3M | +17.2% | -0.3% | +17.4% | +15.6% |
| 6M | +29.2% | -8.0% | +37.2% | +29.5% |
| YTD | +20.8% | +5.2% | +15.6% | +16.5% |
| 1Y | +25.0% | +7.4% | +17.6% | +19.8% |
| 3Y | +75.3% | +74.5% | +0.8% | +46.8% |
| 5Y | +105.8% | +175.8% | -70.0% | +48.4% |
| All | +476.5% | +169.9% | +306.6% | +298.3% |
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