+192.1%
ITUB vs FIVE
+873.2%
-681.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | +4.9% | +7.3% | -2.5% | +3.5% |
| 30D | -27.2% | +18.1% | -45.3% | -29.6% |
| 3M | -6.1% | +7.7% | -13.8% | -7.8% |
| 6M | -10.7% | +13.6% | -24.3% | -13.6% |
| YTD | +5.5% | +34.6% | -29.1% | -1.3% |
| 1Y | +7.8% | +66.2% | -58.4% | -3.1% |
| 3Y | +75.0% | +43.5% | +31.5% | +54.7% |
| 5Y | +178.6% | +20.7% | +157.9% | +146.9% |
| 10Y | +162.9% | +541.5% | -378.6% | +63.8% |
| All | +192.1% | +873.2% | -681.1% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling