-53.1%
W vs ITUB
+181.9%
-235.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.8% |
| 7D | -7.4% | +3.7% | -11.1% | -8.7% |
| 30D | +7.8% | -24.9% | +32.7% | +19.7% |
| 3M | +10.9% | +0.8% | +10.1% | +6.9% |
| 6M | +86.4% | -6.6% | +93.1% | +85.0% |
| YTD | +14.0% | +7.8% | +6.2% | +6.1% |
| 1Y | +3.5% | +7.4% | -3.8% | -3.9% |
| 3Y | +164.8% | +78.8% | +86.0% | +93.8% |
| 5Y | -53.1% | +179.9% | -233.0% | -70.1% |
| All | -53.1% | +181.9% | -235.0% | -70.1% |
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