+1,150.8%
ARES vs ITUB
+151.3%
+999.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.5% |
| 7D | -0.3% | +8.2% | -8.6% | -2.0% |
| 30D | +1.3% | +4.7% | -3.4% | +0.2% |
| 3M | +10.4% | +13.0% | -2.7% | +7.2% |
| 6M | +29.0% | +4.2% | +24.8% | +27.5% |
| YTD | -12.2% | +18.6% | -30.8% | -15.7% |
| 1Y | -18.4% | +31.3% | -49.7% | -23.5% |
| 3Y | +43.2% | +124.9% | -81.7% | +19.4% |
| 5Y | +102.6% | +195.6% | -93.0% | +57.7% |
| 10Y | +1,029.6% | +196.4% | +833.2% | +756.7% |
| All | +1,150.8% | +151.3% | +999.5% | +836.5% |
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