+52.0%
V vs ITUB
+114.2%
-62.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | 0.0% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +1.9% | +2.6% | -0.7% | +1.5% |
| 3M | +13.2% | +8.4% | +4.8% | +11.7% |
| 6M | +16.7% | -0.5% | +17.3% | +16.2% |
| YTD | +5.4% | +15.3% | -9.9% | +2.3% |
| 1Y | +7.7% | +28.7% | -21.1% | +2.4% |
| All | +52.0% | +114.2% | -62.2% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling