+19.6%
BTDR vs ITUB
+172.7%
-153.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.6% |
| 7D | -3.4% | +2.2% | -5.6% | -3.9% |
| 30D | +32.6% | +12.6% | +20.0% | +28.9% |
| 3M | -32.2% | +6.4% | -38.6% | -33.0% |
| 6M | +52.4% | +0.6% | +51.8% | +52.6% |
| YTD | +6.7% | +18.8% | -12.2% | +5.0% |
| 1Y | -15.2% | +31.0% | -46.2% | -17.6% |
| 3Y | +14.9% | +118.1% | -103.2% | +12.1% |
| 5Y | +20.8% | +193.0% | -172.2% | +19.8% |
| All | +19.6% | +172.7% | -153.1% | +18.6% |
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