+1,135.1%
TER vs ITUB
+1,964.7%
-829.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | +6.4% | +2.2% | +4.1% | +5.4% |
| 30D | -5.7% | +12.6% | -18.3% | -9.9% |
| 3M | -0.4% | +6.4% | -6.8% | -3.0% |
| 6M | +25.8% | +0.6% | +25.2% | +25.8% |
| YTD | +96.4% | +18.8% | +77.6% | +85.8% |
| 1Y | +229.2% | +31.0% | +198.2% | +201.1% |
| 3Y | +288.1% | +118.1% | +170.0% | +191.1% |
| 5Y | +219.9% | +193.0% | +26.9% | +106.1% |
| 10Y | +1,875.0% | +217.1% | +1,657.9% | +999.1% |
| All | +1,135.1% | +1,964.7% | -829.6% | +200.9% |
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 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