+208.2%
ITUB vs BTG
+159.3%
+48.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +2.2% | -3.8% | +6.0% | +2.6% |
| 30D | +12.6% | +3.6% | +9.0% | +12.0% |
| 3M | +6.4% | +32.0% | -25.6% | +2.3% |
| 6M | +0.6% | +3.4% | -2.8% | -0.8% |
| YTD | +18.8% | +20.8% | -1.9% | +14.8% |
| 1Y | +31.0% | +22.4% | +8.6% | +25.7% |
| 3Y | +118.1% | +91.7% | +26.4% | +95.4% |
| 5Y | +193.0% | +79.0% | +114.0% | +161.6% |
| All | +208.2% | +159.3% | +48.9% | +148.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling