+1,415.4%
ALB vs ITUB
+1,920.1%
-504.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -4.1% |
| 7D | -8.1% | +8.7% | -16.8% | -10.8% |
| 30D | +6.3% | -0.7% | +7.0% | +6.3% |
| 3M | -23.6% | +7.8% | -31.4% | -25.9% |
| 6M | -24.6% | -3.4% | -21.2% | -24.3% |
| YTD | -10.3% | +16.3% | -26.5% | -15.6% |
| 1Y | +61.5% | +29.8% | +31.6% | +45.4% |
| 3Y | -34.0% | +111.1% | -145.0% | -50.4% |
| 5Y | -44.6% | +173.6% | -218.1% | -63.2% |
| 10Y | +76.1% | +193.2% | -117.2% | +2.8% |
| All | +1,415.4% | +1,920.1% | -504.7% | +424.1% |
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