+26.6%
BA vs ITUB
+154.1%
-127.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.5% |
| 7D | 0.0% | +4.9% | -4.8% | -1.8% |
| 30D | -8.9% | -27.2% | +18.3% | +1.7% |
| 3M | -25.5% | -6.1% | -19.4% | -25.8% |
| 6M | -27.0% | -10.7% | -16.3% | -26.0% |
| YTD | -20.1% | +5.5% | -25.7% | -25.2% |
| 1Y | -11.0% | +7.8% | -18.8% | -17.5% |
| 3Y | -11.8% | +75.0% | -86.8% | -35.1% |
| 5Y | -20.6% | +178.6% | -199.2% | -55.6% |
| 10Y | +26.6% | +162.9% | -136.2% | -24.7% |
| All | +26.6% | +154.1% | -127.4% | -24.7% |
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