+3,348.4%
TPR vs ITUB
+1,920.1%
+1,428.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -2.3% | +8.7% | -11.0% | -5.1% |
| 30D | -23.0% | -0.7% | -22.3% | -22.9% |
| 3M | -12.5% | +7.8% | -20.3% | -14.9% |
| 6M | -21.4% | -3.4% | -18.0% | -20.7% |
| YTD | -3.5% | +16.3% | -19.8% | -8.6% |
| 1Y | +17.4% | +29.8% | -12.5% | +6.8% |
| 3Y | +291.3% | +111.1% | +180.2% | +195.8% |
| 5Y | +241.9% | +173.6% | +68.4% | +127.6% |
| 10Y | +322.7% | +193.2% | +129.4% | +158.4% |
| All | +3,348.4% | +1,920.1% | +1,428.4% | +1,313.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling