+306.7%
TPR vs ITUB
+197.6%
+109.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.2% |
| 7D | -7.3% | 0.0% | -7.3% | -7.3% |
| 30D | -30.7% | +2.6% | -33.3% | -31.5% |
| 3M | -21.6% | +8.4% | -30.0% | -24.3% |
| 6M | -21.3% | -0.5% | -20.8% | -21.5% |
| YTD | -10.2% | +15.3% | -25.5% | -15.5% |
| 1Y | +9.5% | +28.7% | -19.2% | -1.7% |
| 3Y | +280.8% | +118.7% | +162.1% | +168.8% |
| 5Y | +218.7% | +182.7% | +36.0% | +90.1% |
| 10Y | +306.7% | +207.6% | +99.1% | +126.2% |
| All | +306.7% | +197.6% | +109.1% | +126.2% |
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 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