+1,127.5%
ARES vs ITUB
+127.9%
+999.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | +0.5% | +1.9% | -1.4% | +0.1% |
| 30D | +19.7% | -22.2% | +41.8% | +25.1% |
| 3M | -9.0% | +2.7% | -11.7% | -10.6% |
| 6M | +11.5% | -3.0% | +14.5% | +10.7% |
| YTD | -13.8% | +7.5% | -21.3% | -16.5% |
| 1Y | -5.6% | +10.5% | -16.1% | -9.2% |
| 3Y | +36.1% | +81.0% | -44.9% | +17.3% |
| 5Y | +82.7% | +181.8% | -99.1% | +42.7% |
| 10Y | +1,101.7% | +170.2% | +931.5% | +822.0% |
| All | +1,127.5% | +127.9% | +999.5% | +827.5% |
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