+60.3%
TECK vs ITUB
+31.4%
+28.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.6% |
| 7D | -3.8% | +2.2% | -6.1% | -5.3% |
| 30D | +0.7% | +12.6% | -11.9% | -7.2% |
| 3M | +4.6% | +6.4% | -1.8% | -0.5% |
| 6M | +25.1% | +0.6% | +24.5% | +23.1% |
| YTD | +39.2% | +18.8% | +20.3% | +28.8% |
| 1Y | +60.3% | +31.0% | +29.3% | +36.7% |
| All | +60.3% | +31.4% | +28.9% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling