+170.5%
ITUB vs FIVE
+505.3%
-334.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.1% |
| 7D | +1.1% | +2.4% | -1.3% | +0.6% |
| 30D | -25.4% | +15.8% | -41.3% | -27.7% |
| 3M | -0.3% | +3.8% | -4.1% | -1.5% |
| 6M | -8.0% | +18.5% | -26.5% | -11.9% |
| YTD | +5.2% | +31.2% | -26.0% | -1.5% |
| 1Y | +7.4% | +61.8% | -54.4% | -3.6% |
| 3Y | +74.5% | +39.9% | +34.6% | +54.8% |
| 5Y | +175.8% | +18.3% | +157.5% | +145.6% |
| All | +170.5% | +505.3% | -334.9% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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