+156.5%
ITUB vs BTG
+385.9%
-229.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.4% | -3.0% |
| 7D | 0.0% | +2.4% | -2.4% | -0.3% |
| 30D | +2.6% | +9.5% | -6.9% | +1.3% |
| 3M | +8.4% | +38.5% | -30.1% | +3.5% |
| 6M | -0.5% | +5.6% | -6.2% | -2.3% |
| YTD | +15.3% | +23.9% | -8.6% | +10.8% |
| 1Y | +28.7% | +32.1% | -3.4% | +22.0% |
| 3Y | +118.7% | +103.2% | +15.5% | +93.2% |
| 5Y | +182.7% | +79.7% | +102.9% | +149.8% |
| 10Y | +207.6% | +159.1% | +48.5% | +141.7% |
| All | +156.5% | +385.9% | -229.4% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling