+416.5%
TPR vs ITUB
+85.1%
+331.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | +14.2% | +3.7% | +10.5% | +13.3% |
| 30D | +17.1% | -24.1% | +41.2% | +23.6% |
| 3M | -17.7% | -9.6% | -8.2% | -17.7% |
| 6M | -10.2% | -11.5% | +1.4% | -9.7% |
| YTD | +4.9% | +5.5% | -0.6% | +1.7% |
| 1Y | +36.1% | +9.9% | +26.3% | +30.6% |
| 3Y | +416.5% | +84.8% | +331.7% | +346.4% |
| All | +416.5% | +85.1% | +331.4% | +346.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling