+391.5%
T vs ITUB
+1,920.1%
-1,528.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.8% |
| 7D | -1.3% | +8.7% | -10.0% | -3.0% |
| 30D | +11.4% | -0.7% | +12.1% | +11.4% |
| 3M | +14.3% | +7.8% | +6.5% | +12.3% |
| 6M | -9.3% | -3.4% | -5.8% | -9.2% |
| YTD | +7.1% | +16.3% | -9.2% | +2.8% |
| 1Y | -9.1% | +29.8% | -38.9% | -14.9% |
| 3Y | +105.3% | +111.1% | -5.7% | +71.6% |
| 5Y | +66.8% | +173.6% | -106.7% | +28.6% |
| 10Y | +66.8% | +193.2% | -126.5% | +17.3% |
| All | +391.5% | +1,920.1% | -1,528.6% | +107.3% |
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 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