+51.1%
ALLE vs ITUB
+120.6%
-69.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -0.2% | +8.7% | -8.9% | -1.7% |
| 30D | -6.8% | -0.7% | -6.1% | -6.8% |
| 3M | +21.0% | +7.8% | +13.2% | +18.9% |
| 6M | +1.1% | -3.4% | +4.5% | +1.2% |
| YTD | -0.5% | +16.3% | -16.8% | -4.2% |
| 1Y | -7.3% | +29.8% | -37.1% | -12.8% |
| All | +51.1% | +120.6% | -69.4% | +24.7% |
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