+28.1%
BA vs ITUB
+143.4%
-115.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.5% |
| 7D | -1.7% | +5.5% | -7.2% | -3.7% |
| 30D | -9.5% | -25.6% | +16.1% | +0.2% |
| 3M | -26.5% | -4.7% | -21.8% | -27.1% |
| 6M | -27.4% | -8.6% | -18.7% | -27.0% |
| YTD | -20.6% | +7.9% | -28.6% | -26.2% |
| 1Y | -11.4% | +11.2% | -22.6% | -18.8% |
| 3Y | -10.8% | +82.6% | -93.5% | -35.3% |
| 5Y | -21.9% | +192.7% | -214.6% | -57.0% |
| 10Y | +28.1% | +144.7% | -116.5% | -24.6% |
| All | +28.1% | +143.4% | -115.2% | -24.6% |
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