+2,265.7%
TECK vs ITUB
+2,793.5%
-527.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.0% |
| 7D | +7.8% | +8.2% | -0.5% | +2.9% |
| 30D | +8.3% | +4.7% | +3.6% | +5.3% |
| 3M | +16.1% | +13.0% | +3.1% | +7.9% |
| 6M | +42.9% | +4.2% | +38.7% | +39.3% |
| YTD | +50.8% | +18.6% | +32.2% | +36.7% |
| 1Y | +106.1% | +31.3% | +74.8% | +75.4% |
| 3Y | +84.0% | +124.9% | -40.9% | +11.8% |
| 5Y | +223.5% | +195.6% | +27.9% | +57.4% |
| 10Y | +378.1% | +196.4% | +181.7% | +98.0% |
| All | +2,265.7% | +2,793.5% | -527.7% | +723.5% |
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