+1,026.1%
ALB vs ITUB
+1,767.9%
-741.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.2% |
| 7D | -5.8% | +1.9% | -7.7% | -6.4% |
| 30D | -4.5% | -22.2% | +17.6% | +3.2% |
| 3M | -28.1% | +2.7% | -30.8% | -30.1% |
| 6M | -53.2% | -3.0% | -50.2% | -53.8% |
| YTD | -33.3% | +7.5% | -40.8% | -36.7% |
| 1Y | -17.4% | +10.5% | -27.9% | -22.7% |
| 3Y | -14.1% | +81.0% | -95.1% | -33.2% |
| 5Y | -64.0% | +181.8% | -245.8% | -76.6% |
| 10Y | +32.8% | +170.2% | -137.3% | -21.3% |
| All | +1,026.1% | +1,767.9% | -741.7% | +293.1% |
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 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