+356.2%
TPR vs ITUB
+175.8%
+180.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -1.0% |
| 7D | -0.3% | +1.9% | -2.2% | -1.1% |
| 30D | +15.1% | -22.2% | +37.3% | +24.8% |
| 3M | +3.5% | +2.7% | +0.8% | -0.6% |
| 6M | +0.4% | -3.0% | +3.4% | -1.6% |
| YTD | +4.6% | +7.5% | -2.9% | -1.7% |
| 1Y | +33.1% | +10.5% | +22.6% | +23.4% |
| 3Y | +396.0% | +81.0% | +315.0% | +266.5% |
| 5Y | +230.3% | +181.8% | +48.5% | +89.7% |
| All | +356.2% | +175.8% | +180.4% | +161.5% |
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