+23.3%
BTDR vs ITUB
+164.5%
-141.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.0% |
| 7D | +14.8% | 0.0% | +14.8% | +14.9% |
| 30D | +41.8% | +2.6% | +39.2% | +40.9% |
| 3M | -29.2% | +8.4% | -37.6% | -30.1% |
| 6M | +66.2% | -0.5% | +66.7% | +67.3% |
| YTD | +10.0% | +15.3% | -5.3% | +9.0% |
| 1Y | -11.0% | +28.7% | -39.7% | -12.9% |
| 3Y | +6.9% | +118.7% | -111.7% | +5.4% |
| 5Y | +24.7% | +182.7% | -158.0% | +24.6% |
| All | +23.3% | +164.5% | -141.2% | +23.2% |
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