+41.2%
USB vs ITUB
+173.6%
-132.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +1.4% | +8.7% | -7.3% | -0.9% |
| 30D | -1.3% | -0.7% | -0.6% | -1.2% |
| 3M | +15.2% | +7.8% | +7.4% | +12.6% |
| 6M | +18.8% | -3.4% | +22.2% | +19.3% |
| YTD | +21.0% | +16.3% | +4.7% | +15.4% |
| 1Y | +34.0% | +29.8% | +4.2% | +23.6% |
| 3Y | +95.3% | +111.1% | -15.8% | +55.4% |
| All | +41.2% | +173.6% | -132.4% | +0.9% |
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