+221.5%
ALLE vs ITUB
+143.4%
+78.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | +2.3% |
| 7D | -0.6% | +5.5% | -6.1% | -1.7% |
| 30D | +26.6% | -25.6% | +52.2% | +33.8% |
| 3M | +13.2% | -4.7% | +17.8% | +12.8% |
| 6M | +42.9% | -8.6% | +51.5% | +43.4% |
| YTD | +21.0% | +7.9% | +13.1% | +16.4% |
| 1Y | +15.2% | +11.2% | +4.0% | +9.9% |
| 3Y | +95.6% | +82.6% | +13.0% | +64.5% |
| 5Y | +53.4% | +192.7% | -139.3% | +12.1% |
| 10Y | +221.5% | +144.7% | +76.8% | +134.1% |
| All | +221.5% | +143.4% | +78.1% | +134.1% |
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 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