-65.4%
TEAM vs ITUB
+181.1%
-246.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.8% |
| 7D | -2.4% | +1.9% | -4.3% | -2.7% |
| 30D | -26.7% | -22.2% | -4.5% | -24.2% |
| 3M | -9.6% | +2.7% | -12.3% | -10.7% |
| 6M | +86.0% | -3.0% | +89.0% | +83.8% |
| YTD | -7.5% | +7.5% | -15.0% | -12.3% |
| 1Y | -1.4% | +10.5% | -11.8% | -7.4% |
| 3Y | -14.3% | +81.0% | -95.3% | -30.5% |
| All | -65.4% | +181.1% | -246.6% | -76.3% |
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