+239.1%
TPR vs ITUB
+181.4%
+57.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.0% | -5.7% | -4.3% |
| 7D | -3.4% | +8.2% | -11.6% | -5.6% |
| 30D | -27.3% | +4.7% | -32.0% | -28.3% |
| 3M | -16.2% | +13.0% | -29.2% | -19.3% |
| 6M | -17.9% | +4.2% | -22.1% | -19.0% |
| YTD | -7.1% | +18.6% | -25.7% | -11.2% |
| 1Y | +13.6% | +31.3% | -17.6% | +5.6% |
| 3Y | +293.7% | +124.9% | +168.9% | +214.3% |
| 5Y | +239.1% | +195.6% | +43.5% | +136.6% |
| All | +239.1% | +181.4% | +57.7% | +136.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling