+152.3%
W vs ITUB
+219.0%
-66.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -3.6% |
| 7D | +0.5% | +1.0% | -0.5% | +0.1% |
| 30D | -5.6% | +10.7% | -16.3% | -9.0% |
| 3M | +41.9% | +10.1% | +31.8% | +36.2% |
| 6M | +30.2% | -0.1% | +30.4% | +29.7% |
| YTD | -2.9% | +18.4% | -21.4% | -8.8% |
| 1Y | +11.6% | +31.3% | -19.7% | +0.9% |
| 3Y | +37.0% | +124.6% | -87.6% | +3.7% |
| 5Y | -62.8% | +192.0% | -254.8% | -74.6% |
| All | +152.3% | +219.0% | -66.6% | +69.4% |
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