-46.3%
ALB vs ITUB
+185.6%
-231.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -4.1% |
| 7D | -7.6% | +1.0% | -8.6% | -8.0% |
| 30D | -5.6% | +10.7% | -16.3% | -9.5% |
| 3M | -16.8% | +10.1% | -26.9% | -20.5% |
| 6M | -26.3% | -0.1% | -26.2% | -27.1% |
| YTD | -13.2% | +18.4% | -31.6% | -19.8% |
| 1Y | +68.8% | +31.3% | +37.5% | +48.6% |
| 3Y | -30.7% | +124.6% | -155.3% | -51.2% |
| 5Y | -46.3% | +192.0% | -238.2% | -66.0% |
| All | -46.3% | +185.6% | -231.9% | -66.0% |
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 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