+1,121.2%
TECH vs ITUB
+1,767.9%
-646.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.4% |
| 7D | 0.0% | +1.9% | -1.9% | -0.3% |
| 30D | +0.4% | -22.2% | +22.6% | +3.9% |
| 3M | +1.0% | +2.7% | -1.7% | -0.4% |
| 6M | +62.7% | -3.0% | +65.6% | +61.6% |
| YTD | +24.3% | +7.5% | +16.8% | +21.4% |
| 1Y | +20.5% | +10.5% | +10.0% | +17.0% |
| 3Y | +29.3% | +81.0% | -51.7% | +15.4% |
| 5Y | -41.0% | +181.8% | -222.8% | -51.7% |
| 10Y | +189.2% | +170.2% | +19.0% | +124.7% |
| All | +1,121.2% | +1,767.9% | -646.7% | +558.6% |
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