+91.5%
USB vs ITUB
+85.0%
+6.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | 0.0% | +3.7% | -3.7% | -0.8% |
| 30D | +5.8% | -24.1% | +29.9% | +11.4% |
| 3M | -6.0% | -9.6% | +3.6% | -5.8% |
| 6M | +7.8% | -11.6% | +19.3% | +8.3% |
| YTD | +14.6% | +5.5% | +9.1% | +9.4% |
| 1Y | +31.8% | +9.8% | +22.0% | +24.1% |
| 3Y | +91.5% | +84.7% | +6.8% | +49.8% |
| All | +91.5% | +85.0% | +6.5% | +49.8% |
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