+2.3%
TECH vs ITUB
+125.3%
-123.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -0.7% |
| 7D | +0.2% | +8.2% | -8.1% | -1.9% |
| 30D | +0.1% | +4.7% | -4.6% | -1.2% |
| 3M | +37.5% | +13.0% | +24.5% | +32.6% |
| 6M | +34.6% | +4.2% | +30.4% | +32.8% |
| YTD | +23.5% | +18.6% | +4.9% | +17.1% |
| 1Y | +34.4% | +31.3% | +3.1% | +23.4% |
| 3Y | +2.3% | +124.9% | -122.6% | -28.0% |
| All | +2.3% | +125.3% | -123.0% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling