+270.3%
ALLE vs ITUB
+182.1%
+88.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -0.2% | +8.7% | -8.9% | -1.9% |
| 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% | +1.3% |
| YTD | -0.5% | +16.3% | -16.8% | -4.2% |
| 1Y | -7.3% | +29.8% | -37.1% | -12.8% |
| 3Y | +42.3% | +111.1% | -68.8% | +19.8% |
| 5Y | +13.5% | +173.6% | -160.1% | -11.8% |
| 10Y | +144.0% | +193.2% | -49.2% | +77.3% |
| All | +270.3% | +182.1% | +88.2% | +149.5% |
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