+57.8%
T vs ITUB
+181.1%
-123.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | +2.5% | +1.9% | +0.6% | +2.3% |
| 30D | -3.8% | -22.2% | +18.4% | -1.5% |
| 3M | -8.7% | +2.7% | -11.5% | -10.2% |
| 6M | -8.1% | -3.0% | -5.2% | -9.0% |
| YTD | -6.4% | +7.5% | -14.0% | -9.5% |
| 1Y | -9.8% | +10.5% | -20.2% | -13.2% |
| 3Y | +65.5% | +81.0% | -15.5% | +45.3% |
| All | +57.8% | +181.1% | -123.3% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling