+29.8%
ITUB vs BTG
+38.4%
-8.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.7% |
| 7D | +8.7% | -0.9% | +9.6% | +8.8% |
| 30D | -0.7% | +36.8% | -37.5% | -5.1% |
| 3M | +7.8% | +23.1% | -15.3% | +4.5% |
| 6M | -3.4% | +3.5% | -6.9% | -4.4% |
| YTD | +16.3% | +25.5% | -9.2% | +13.2% |
| 1Y | +29.8% | +40.1% | -10.3% | +23.4% |
| All | +29.8% | +38.4% | -8.6% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling