+151.1%
ALLE vs ITUB
+192.5%
-41.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.6% | -1.1% |
| 7D | +2.8% | +8.2% | -5.5% | +1.0% |
| 30D | -7.6% | +4.7% | -12.3% | -8.7% |
| 3M | +22.8% | +13.0% | +9.8% | +19.1% |
| 6M | +4.6% | +4.2% | +0.4% | +3.1% |
| YTD | -1.2% | +18.6% | -19.8% | -5.7% |
| 1Y | -9.1% | +31.3% | -40.4% | -15.4% |
| 3Y | +50.0% | +124.9% | -74.9% | +21.7% |
| 5Y | +15.2% | +195.6% | -180.4% | -15.0% |
| 10Y | +151.1% | +196.4% | -45.3% | +72.1% |
| All | +151.1% | +192.5% | -41.5% | +72.1% |
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