+192.1%
ITUB vs FIVE
+822.5%
-630.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +3.7% | -0.3% | +4.0% | +3.7% |
| 30D | -24.1% | +17.7% | -41.8% | -26.5% |
| 3M | -9.6% | +4.0% | -13.5% | -10.7% |
| 6M | -11.5% | +2.6% | -14.1% | -12.8% |
| YTD | +5.5% | +27.6% | -22.1% | -0.3% |
| 1Y | +9.9% | +59.9% | -50.1% | -0.5% |
| 3Y | +84.8% | +35.8% | +49.0% | +65.0% |
| 5Y | +182.6% | +14.4% | +168.2% | +152.9% |
| 10Y | +141.7% | +576.1% | -434.4% | +49.6% |
| All | +192.1% | +822.5% | -630.4% | +63.5% |
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 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