+188.6%
TECK vs ITUB
+186.2%
+2.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -3.8% | +2.2% | -6.1% | -4.9% |
| 30D | +0.7% | +12.6% | -11.9% | -4.7% |
| 3M | +4.6% | +6.4% | -1.8% | +1.3% |
| 6M | +25.1% | +0.6% | +24.5% | +24.4% |
| YTD | +39.2% | +18.8% | +20.3% | +29.6% |
| 1Y | +60.3% | +31.0% | +29.3% | +43.0% |
| 3Y | +62.9% | +118.1% | -55.2% | +16.5% |
| All | +188.6% | +186.2% | +2.4% | +75.9% |
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