+802.8%
TEAM vs ITUB
+353.6%
+449.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -2.5% |
| 7D | -0.4% | +8.7% | -9.1% | -1.3% |
| 30D | +67.3% | -0.7% | +68.0% | +67.2% |
| 3M | +86.8% | +7.8% | +79.0% | +84.4% |
| 6M | +146.8% | -3.4% | +150.2% | +146.3% |
| YTD | +16.9% | +16.3% | +0.6% | +13.5% |
| 1Y | +12.8% | +29.8% | -17.0% | +7.7% |
| 3Y | -7.3% | +111.1% | -118.3% | -17.2% |
| 5Y | -50.7% | +173.6% | -224.3% | -57.7% |
| 10Y | +529.8% | +193.2% | +336.6% | +425.2% |
| All | +802.8% | +353.6% | +449.2% | +494.4% |
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