+1,057.8%
TER vs ITUB
+169.9%
+887.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | 0.0% |
| 7D | +24.0% | +1.1% | +22.9% | +23.7% |
| 30D | -30.6% | -25.4% | -5.2% | -24.3% |
| 3M | -34.5% | -0.3% | -34.2% | -35.7% |
| 6M | -26.4% | -8.0% | -18.4% | -25.8% |
| YTD | +36.4% | +5.2% | +31.2% | +33.3% |
| 1Y | +47.4% | +7.4% | +40.0% | +43.1% |
| 3Y | +202.6% | +74.5% | +128.1% | +150.6% |
| 5Y | +83.9% | +175.8% | -91.9% | +27.5% |
| All | +1,057.8% | +169.9% | +887.8% | +691.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling