+961.2%
ARES vs ITUB
+220.1%
+741.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -6.1% | +2.2% | -8.3% | -6.6% |
| 30D | -7.5% | +12.6% | -20.1% | -10.5% |
| 3M | +0.1% | +6.4% | -6.3% | -2.0% |
| 6M | +30.3% | +0.6% | +29.7% | +29.4% |
| YTD | -16.6% | +18.8% | -35.5% | -20.9% |
| 1Y | -26.1% | +31.0% | -57.1% | -31.9% |
| 3Y | +36.4% | +118.1% | -81.6% | +8.7% |
| 5Y | +95.0% | +193.0% | -98.1% | +40.6% |
| All | +961.2% | +220.1% | +741.1% | +662.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling