-17.4%
ALB vs ITUB
+8.3%
-25.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.9% |
| 7D | -5.8% | +1.9% | -7.7% | -6.2% |
| 30D | -4.5% | -22.2% | +17.6% | -0.1% |
| 3M | -28.1% | +2.7% | -30.8% | -31.1% |
| 6M | -53.2% | -3.0% | -50.2% | -54.6% |
| YTD | -33.3% | +7.5% | -40.8% | -32.9% |
| 1Y | -17.4% | +10.5% | -27.9% | -16.0% |
| All | -17.4% | +8.3% | -25.8% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling