-39.0%
TROW vs ITUB
+186.2%
-225.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | -3.2% | +2.2% | -5.4% | -3.7% |
| 30D | -4.6% | +12.6% | -17.2% | -7.4% |
| 3M | -0.7% | +6.4% | -7.1% | -2.3% |
| 6M | +22.2% | +0.6% | +21.6% | +21.4% |
| YTD | +6.6% | +18.8% | -12.2% | +1.4% |
| 1Y | +5.8% | +31.0% | -25.2% | -2.0% |
| 3Y | +11.6% | +118.1% | -106.5% | -9.3% |
| All | -39.0% | +186.2% | -225.1% | -54.4% |
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 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