+93.1%
ALLE vs ITUB
+81.0%
+12.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.7% |
| 7D | +3.6% | +1.9% | +1.7% | +3.3% |
| 30D | +25.9% | -22.2% | +48.1% | +29.5% |
| 3M | +15.8% | +2.7% | +13.0% | +13.5% |
| 6M | +48.1% | -3.0% | +51.0% | +46.1% |
| YTD | +22.0% | +7.5% | +14.4% | +17.4% |
| 1Y | +18.0% | +10.5% | +7.6% | +13.0% |
| 3Y | +93.1% | +81.0% | +12.1% | +64.4% |
| All | +93.1% | +81.0% | +12.1% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling