-52.7%
TEAM vs ITUB
+185.6%
-238.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.7% |
| 7D | -7.8% | +1.0% | -8.7% | -7.9% |
| 30D | +16.5% | +10.7% | +5.8% | +14.8% |
| 3M | +96.2% | +10.1% | +86.1% | +91.9% |
| 6M | +130.2% | -0.1% | +130.3% | +128.4% |
| YTD | +10.7% | +18.4% | -7.7% | +4.9% |
| 1Y | +3.0% | +31.3% | -28.3% | -5.2% |
| 3Y | -13.1% | +124.6% | -137.7% | -30.1% |
| 5Y | -52.7% | +192.0% | -244.7% | -64.7% |
| All | -52.7% | +185.6% | -238.4% | -64.7% |
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 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