+74.0%
ALB vs ITUB
+220.1%
-146.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.6% |
| 7D | -6.6% | +2.2% | -8.8% | -7.4% |
| 30D | -8.1% | +12.6% | -20.7% | -12.1% |
| 3M | -25.7% | +6.4% | -32.1% | -27.7% |
| 6M | -29.5% | +0.6% | -30.1% | -30.2% |
| YTD | -16.2% | +18.8% | -35.1% | -22.0% |
| 1Y | +59.2% | +31.0% | +28.2% | +42.4% |
| 3Y | -33.7% | +118.1% | -151.8% | -51.1% |
| 5Y | -48.1% | +193.0% | -241.1% | -66.4% |
| All | +74.0% | +220.1% | -146.1% | +2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling