-62.3%
W vs ITUB
+186.4%
-248.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +1.4% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | -3.0% | +2.6% | -5.6% | -4.4% |
| 3M | +40.3% | +8.4% | +31.9% | +33.8% |
| 6M | +32.2% | -0.5% | +32.8% | +31.6% |
| YTD | -0.3% | +15.3% | -15.6% | -6.8% |
| 1Y | +16.2% | +28.7% | -12.6% | +3.0% |
| 3Y | +40.7% | +118.7% | -77.9% | +0.3% |
| 5Y | -62.3% | +182.7% | -245.0% | -75.3% |
| All | -62.3% | +186.4% | -248.7% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling