+210.1%
W vs ITUB
+175.8%
+34.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.4% |
| 7D | +0.2% | +1.9% | -1.7% | -0.4% |
| 30D | +6.8% | -22.2% | +29.0% | +15.2% |
| 3M | +10.7% | +2.7% | +8.0% | +7.4% |
| 6M | +86.3% | -3.0% | +89.3% | +84.0% |
| YTD | +11.5% | +7.5% | +3.9% | +6.3% |
| 1Y | +5.1% | +10.5% | -5.4% | -1.0% |
| 3Y | +171.0% | +81.0% | +90.0% | +114.7% |
| 5Y | -56.6% | +181.8% | -238.4% | -70.6% |
| All | +210.1% | +175.8% | +34.3% | +119.3% |
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