-41.8%
TECH vs ITUB
+186.4%
-228.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.4% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +0.3% | +2.6% | -2.3% | -0.3% |
| 3M | +32.9% | +8.4% | +24.5% | +30.6% |
| 6M | +32.1% | -0.5% | +32.6% | +31.9% |
| YTD | +23.4% | +15.3% | +8.1% | +19.8% |
| 1Y | +34.1% | +28.7% | +5.3% | +27.4% |
| 3Y | +2.2% | +118.7% | -116.5% | -11.7% |
| 5Y | -41.8% | +182.7% | -224.5% | -52.0% |
| All | -41.8% | +186.4% | -228.2% | -52.0% |
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 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