+72.3%
BA vs ITUB
+192.5%
-120.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.5% |
| 7D | +2.5% | +8.2% | -5.8% | -0.8% |
| 30D | -10.1% | +4.7% | -14.8% | -11.9% |
| 3M | -2.4% | +13.0% | -15.4% | -7.5% |
| 6M | -8.8% | +4.2% | -13.0% | -10.9% |
| YTD | -2.9% | +18.6% | -21.5% | -10.7% |
| 1Y | -8.8% | +31.3% | -40.0% | -19.8% |
| 3Y | -0.3% | +124.9% | -125.1% | -31.9% |
| 5Y | -0.3% | +195.6% | -195.9% | -43.5% |
| 10Y | +72.3% | +196.4% | -124.0% | -4.5% |
| All | +72.3% | +192.5% | -120.2% | -4.5% |
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 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