+338.5%
ALLE vs ITUB
+156.0%
+182.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | -0.6% | +3.7% | -4.3% | -1.3% |
| 30D | +25.3% | -24.1% | +49.4% | +31.3% |
| 3M | +10.3% | -9.6% | +19.8% | +11.1% |
| 6M | +38.0% | -11.5% | +49.6% | +39.4% |
| YTD | +17.8% | +5.5% | +12.3% | +14.3% |
| 1Y | +13.6% | +9.9% | +3.7% | +9.2% |
| 3Y | +89.2% | +84.8% | +4.4% | +61.8% |
| 5Y | +51.1% | +182.6% | -131.6% | +15.6% |
| 10Y | +228.1% | +141.7% | +86.4% | +144.0% |
| All | +338.5% | +156.0% | +182.5% | +197.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling