+221.9%
ITUB vs FIVE
+868.1%
-646.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.8% |
| 7D | +8.7% | +4.3% | +4.4% | +7.8% |
| 30D | -0.7% | +12.5% | -13.2% | -3.0% |
| 3M | +7.8% | +31.2% | -23.4% | +2.2% |
| 6M | -3.4% | +14.4% | -17.8% | -6.5% |
| YTD | +16.3% | +33.9% | -17.6% | +9.3% |
| 1Y | +29.8% | +65.1% | -35.2% | +17.0% |
| 3Y | +111.1% | +49.0% | +62.1% | +85.6% |
| 5Y | +173.6% | +30.3% | +143.3% | +138.3% |
| 10Y | +193.2% | +481.1% | -287.9% | +86.0% |
| All | +221.9% | +868.1% | -646.3% | +79.3% |
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