-49.3%
TE vs ITUB
+186.2%
-235.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +0.2% | +2.2% | -2.0% | -0.8% |
| 30D | -5.9% | +12.6% | -18.5% | -11.2% |
| 3M | -45.6% | +6.4% | -52.0% | -47.2% |
| 6M | -43.4% | +0.6% | -44.0% | -43.4% |
| YTD | -31.0% | +18.8% | -49.8% | -35.0% |
| 1Y | +145.2% | +31.0% | +114.2% | +120.8% |
| 3Y | -24.1% | +118.1% | -142.1% | -43.5% |
| All | -49.3% | +186.2% | -235.5% | -65.5% |
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