+179.9%
ITUB vs TAP
+1.8%
+178.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +3.7% | -8.0% | +11.7% | +5.2% |
| 30D | -24.9% | +4.1% | -29.0% | -25.4% |
| 3M | +0.8% | -4.4% | +5.1% | +1.5% |
| 6M | -6.6% | -1.9% | -4.7% | -6.6% |
| YTD | +7.8% | -12.1% | +19.9% | +9.6% |
| 1Y | +7.4% | -12.0% | +19.4% | +9.0% |
| 3Y | +78.8% | -25.0% | +103.8% | +86.2% |
| 5Y | +179.9% | -1.1% | +181.0% | +159.0% |
| All | +179.9% | +1.8% | +178.1% | +159.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling