+89.2%
ALLE vs ITUB
+85.1%
+4.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | -0.6% | +3.7% | -4.3% | -1.0% |
| 30D | +25.3% | -24.1% | +49.4% | +29.4% |
| 3M | +10.3% | -9.6% | +19.8% | +10.4% |
| 6M | +38.0% | -11.5% | +49.6% | +38.4% |
| YTD | +17.8% | +5.5% | +12.3% | +13.7% |
| 1Y | +13.6% | +9.9% | +3.7% | +8.7% |
| 3Y | +89.2% | +84.8% | +4.4% | +61.7% |
| All | +89.2% | +85.1% | +4.1% | +61.7% |
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