+601.8%
USB vs ITUB
+1,920.1%
-1,318.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +1.4% | +8.7% | -7.3% | -1.1% |
| 30D | -1.3% | -0.7% | -0.6% | -1.3% |
| 3M | +15.2% | +7.8% | +7.4% | +12.3% |
| 6M | +18.8% | -3.4% | +22.2% | +19.4% |
| YTD | +21.0% | +16.3% | +4.7% | +14.7% |
| 1Y | +34.0% | +29.8% | +4.2% | +22.4% |
| 3Y | +95.3% | +111.1% | -15.8% | +51.6% |
| 5Y | +40.4% | +173.6% | -133.2% | -2.8% |
| 10Y | +107.3% | +193.2% | -85.9% | +29.8% |
| All | +601.8% | +1,920.1% | -1,318.3% | +191.3% |
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