+131.2%
TLT vs ITUB
+4,150.2%
-4,019.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.1% |
| 7D | -0.4% | +8.7% | -9.1% | +0.1% |
| 30D | -0.6% | -0.7% | +0.1% | -0.6% |
| 3M | -2.7% | +7.8% | -10.5% | -2.2% |
| 6M | -5.6% | -3.4% | -2.2% | -5.7% |
| YTD | -2.8% | +16.3% | -19.1% | -1.7% |
| 1Y | -1.4% | +29.8% | -31.3% | +0.4% |
| 3Y | -1.6% | +111.1% | -112.7% | +3.7% |
| 5Y | -33.8% | +173.6% | -207.4% | -28.3% |
| 10Y | -21.1% | +193.2% | -214.4% | -11.3% |
| All | +131.2% | +4,150.2% | -4,019.0% | +198.2% |
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