+1,114.9%
TECH vs ITUB
+1,920.1%
-805.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | +0.1% | +8.7% | -8.6% | -1.2% |
| 30D | +0.7% | -0.7% | +1.4% | +0.7% |
| 3M | +36.3% | +7.8% | +28.6% | +34.5% |
| 6M | +25.6% | -3.4% | +29.0% | +25.9% |
| YTD | +23.7% | +16.3% | +7.4% | +20.3% |
| 1Y | +37.6% | +29.8% | +7.8% | +31.3% |
| 3Y | -6.6% | +111.1% | -117.7% | -18.0% |
| 5Y | -42.2% | +173.6% | -215.8% | -52.2% |
| 10Y | +187.6% | +193.2% | -5.7% | +122.0% |
| All | +1,114.9% | +1,920.1% | -805.1% | +552.8% |
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