+195.6%
ITUB vs FIVE
+38.7%
+156.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.2% | +1.9% |
| 7D | +8.2% | +3.7% | +4.6% | +7.8% |
| 30D | +4.7% | +4.0% | +0.7% | +4.2% |
| 3M | +13.0% | +36.2% | -23.2% | +9.1% |
| 6M | +4.2% | +18.0% | -13.8% | +1.9% |
| YTD | +18.6% | +34.9% | -16.3% | +14.4% |
| 1Y | +31.3% | +67.9% | -36.7% | +23.7% |
| 3Y | +124.9% | +57.3% | +67.6% | +112.4% |
| 5Y | +195.6% | +39.5% | +156.1% | +178.5% |
| All | +195.6% | +38.7% | +156.9% | +178.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling