+379.1%
V vs ITUB
+220.1%
+159.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -1.2% | +2.2% | -3.4% | -1.8% |
| 30D | +3.1% | +12.6% | -9.5% | +0.2% |
| 3M | +16.3% | +6.4% | +9.9% | +14.3% |
| 6M | +20.4% | +0.6% | +19.8% | +19.3% |
| YTD | +6.3% | +18.8% | -12.6% | +0.9% |
| 1Y | +8.7% | +31.0% | -22.3% | +0.6% |
| 3Y | +53.3% | +118.1% | -64.8% | +23.2% |
| 5Y | +71.1% | +193.0% | -122.0% | +23.1% |
| All | +379.1% | +220.1% | +159.0% | +216.7% |
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