+329.3%
T vs ITUB
+1,767.9%
-1,438.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | +2.5% | +1.9% | +0.6% | +2.1% |
| 30D | -3.8% | -22.2% | +18.4% | +0.4% |
| 3M | -8.7% | +2.7% | -11.5% | -10.4% |
| 6M | -8.1% | -3.0% | -5.2% | -9.0% |
| YTD | -6.4% | +7.5% | -14.0% | -9.9% |
| 1Y | -9.8% | +10.5% | -20.2% | -13.7% |
| 3Y | +65.5% | +81.0% | -15.5% | +41.0% |
| 5Y | +57.0% | +181.8% | -124.9% | +19.1% |
| 10Y | +60.8% | +170.2% | -109.4% | +13.9% |
| All | +329.3% | +1,767.9% | -1,438.5% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling