+207.1%
ITUB vs TAP
-50.5%
+257.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +1.0% | -5.3% | +6.2% | +3.1% |
| 30D | +10.7% | -7.4% | +18.1% | +13.9% |
| 3M | +10.1% | -4.9% | +15.0% | +11.4% |
| 6M | -0.1% | -14.2% | +14.1% | +5.1% |
| YTD | +18.4% | -14.8% | +33.2% | +24.1% |
| 1Y | +31.3% | -18.1% | +49.4% | +39.1% |
| 3Y | +124.6% | -32.7% | +157.3% | +153.3% |
| 5Y | +192.0% | -0.5% | +192.5% | +160.0% |
| All | +207.1% | -50.5% | +257.6% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling