+2,301.5%
VALE vs ITUB
+1,870.8%
+430.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +1.0% |
| 7D | -1.8% | 0.0% | -1.8% | -1.9% |
| 30D | +6.7% | +2.6% | +4.1% | +4.7% |
| 3M | +4.9% | +8.4% | -3.5% | -1.0% |
| 6M | +3.6% | -0.5% | +4.1% | +3.2% |
| YTD | +21.9% | +15.3% | +6.6% | +9.9% |
| 1Y | +61.6% | +28.7% | +32.8% | +35.1% |
| 3Y | +52.1% | +118.7% | -66.5% | -13.1% |
| 5Y | +43.2% | +182.7% | -139.5% | -34.8% |
| 10Y | +521.5% | +207.6% | +313.9% | +132.8% |
| All | +2,301.5% | +1,870.8% | +430.7% | +315.2% |
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