+163.6%
W vs ITUB
+169.0%
-5.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.8% |
| 7D | -4.2% | +8.7% | -12.9% | -6.5% |
| 30D | -7.6% | -0.7% | -6.9% | -7.5% |
| 3M | +37.2% | +7.8% | +29.4% | +33.5% |
| 6M | +26.3% | -3.4% | +29.7% | +27.2% |
| YTD | -1.0% | +16.3% | -17.3% | -5.3% |
| 1Y | +20.1% | +29.8% | -9.7% | +11.2% |
| 3Y | +37.8% | +111.1% | -73.3% | +11.9% |
| 5Y | -63.7% | +173.6% | -237.2% | -72.7% |
| 10Y | +156.3% | +193.2% | -36.9% | +83.5% |
| All | +163.6% | +169.0% | -5.4% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling