+505.0%
TRI vs ITUB
+2,582.8%
-2,077.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.9% |
| 7D | -14.4% | +1.0% | -15.3% | -14.6% |
| 30D | -8.1% | +10.7% | -18.8% | -10.1% |
| 3M | +17.5% | +10.1% | +7.5% | +14.7% |
| 6M | -5.0% | -0.1% | -4.8% | -5.8% |
| YTD | -24.7% | +18.4% | -43.1% | -28.4% |
| 1Y | -41.5% | +31.3% | -72.8% | -45.7% |
| 3Y | -20.3% | +124.6% | -145.0% | -34.9% |
| 5Y | -10.9% | +192.0% | -202.9% | -33.5% |
| 10Y | +190.6% | +216.0% | -25.4% | +93.6% |
| All | +505.0% | +2,582.8% | -2,077.7% | +180.6% |
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 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