+293.7%
TPR vs ITUB
+125.3%
+168.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.0% | -5.7% | -4.3% |
| 7D | -3.4% | +8.2% | -11.6% | -5.7% |
| 30D | -27.3% | +4.7% | -32.0% | -28.4% |
| 3M | -16.2% | +13.0% | -29.2% | -19.4% |
| 6M | -17.9% | +4.2% | -22.1% | -18.9% |
| YTD | -7.1% | +18.6% | -25.7% | -10.6% |
| 1Y | +13.6% | +31.3% | -17.6% | +6.7% |
| 3Y | +293.7% | +124.9% | +168.9% | +220.9% |
| All | +293.7% | +125.3% | +168.4% | +220.9% |
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 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