+70.3%
T vs ITUB
+220.1%
-149.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +1.5% | +2.2% | -0.7% | +1.1% |
| 30D | +7.5% | +12.6% | -5.1% | +5.1% |
| 3M | +14.8% | +6.4% | +8.4% | +13.3% |
| 6M | -1.7% | +0.6% | -2.3% | -2.4% |
| YTD | +8.7% | +18.8% | -10.2% | +4.2% |
| 1Y | -7.5% | +31.0% | -38.5% | -13.1% |
| 3Y | +110.2% | +118.1% | -7.8% | +76.5% |
| 5Y | +71.6% | +193.0% | -121.4% | +32.2% |
| All | +70.3% | +220.1% | -149.8% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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