+231.0%
ITUB vs TRU
+228.6%
+2.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +2.8% |
| 7D | +8.2% | -7.2% | +15.4% | +10.5% |
| 30D | +4.7% | -2.8% | +7.5% | +5.3% |
| 3M | +13.0% | +13.0% | 0.0% | +7.7% |
| 6M | +4.2% | +0.7% | +3.5% | +2.4% |
| YTD | +18.6% | -9.0% | +27.6% | +19.2% |
| 1Y | +31.3% | -16.3% | +47.6% | +34.6% |
| 3Y | +124.9% | -1.1% | +125.9% | +106.0% |
| 5Y | +195.6% | -36.0% | +231.6% | +219.9% |
| 10Y | +196.4% | +139.9% | +56.5% | +74.5% |
| All | +231.0% | +228.6% | +2.4% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling