+5.1%
W vs ITUB
+8.3%
-3.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.3% |
| 7D | +0.2% | +1.9% | -1.7% | -0.4% |
| 30D | +6.8% | -22.2% | +29.0% | +13.6% |
| 3M | +10.7% | +2.7% | +8.0% | +3.8% |
| 6M | +86.3% | -3.0% | +89.3% | +75.6% |
| YTD | +11.5% | +7.5% | +3.9% | +10.9% |
| 1Y | +5.1% | +10.5% | -5.4% | +5.0% |
| All | +5.1% | +8.3% | -3.2% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling