+218.2%
TER vs ITUB
+194.5%
+23.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.5% |
| 7D | +11.0% | +8.2% | +2.7% | +7.9% |
| 30D | -1.9% | +4.7% | -6.6% | -3.7% |
| 3M | -0.7% | +13.0% | -13.7% | -5.0% |
| 6M | +36.4% | +4.2% | +32.2% | +35.1% |
| YTD | +92.4% | +18.6% | +73.9% | +85.5% |
| 1Y | +213.5% | +31.3% | +182.3% | +194.7% |
| 3Y | +277.2% | +124.9% | +152.4% | +213.0% |
| All | +218.2% | +194.5% | +23.7% | +149.0% |
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