+96.8%
ITUB vs TW
+206.7%
-109.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +2.2% | -4.5% | +6.7% | +3.1% |
| 30D | +12.6% | -2.3% | +14.9% | +13.0% |
| 3M | +6.4% | +2.6% | +3.8% | +5.2% |
| 6M | +0.6% | -17.5% | +18.1% | +4.0% |
| YTD | +18.8% | -5.3% | +24.2% | +18.6% |
| 1Y | +31.0% | -14.8% | +45.8% | +33.8% |
| 3Y | +118.1% | +18.8% | +99.2% | +102.3% |
| 5Y | +193.0% | +20.7% | +172.3% | +165.2% |
| All | +96.8% | +206.7% | -109.9% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling