+25.7%
USB vs ITUB
+181.1%
-155.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | +2.6% | +1.9% | +0.7% | +2.1% |
| 30D | +8.4% | -22.2% | +30.6% | +14.2% |
| 3M | -5.5% | +2.7% | -8.2% | -8.2% |
| 6M | +17.7% | -3.0% | +20.7% | +16.0% |
| YTD | +17.6% | +7.5% | +10.0% | +12.2% |
| 1Y | +33.9% | +10.5% | +23.4% | +26.5% |
| 3Y | +103.8% | +81.0% | +22.8% | +65.2% |
| All | +25.7% | +181.1% | -155.5% | -16.1% |
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 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