+118.1%
ITUB vs TRU
-1.3%
+119.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | +2.2% | -2.7% | +4.9% | +2.6% |
| 30D | +12.6% | -2.0% | +14.7% | +12.8% |
| 3M | +6.4% | +18.4% | -12.0% | +3.1% |
| 6M | +0.6% | +8.9% | -8.3% | -1.4% |
| YTD | +18.8% | -8.9% | +27.8% | +19.3% |
| 1Y | +31.0% | -15.9% | +46.9% | +32.9% |
| 3Y | +118.1% | -1.1% | +119.2% | +131.0% |
| All | +118.1% | -1.3% | +119.4% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling