+210.2%
TER vs ITUB
+81.5%
+128.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +7.4% |
| 7D | +5.9% | +3.7% | +2.2% | +4.4% |
| 30D | -30.8% | -24.9% | -5.8% | -22.8% |
| 3M | -29.9% | +0.8% | -30.7% | -33.2% |
| 6M | -27.5% | -6.6% | -20.8% | -28.1% |
| YTD | +37.5% | +7.8% | +29.7% | +32.0% |
| 1Y | +50.3% | +7.4% | +42.9% | +44.2% |
| All | +210.2% | +81.5% | +128.7% | +160.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling