-16.2%
BA vs ITUB
+81.0%
-97.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -1.1% | +1.9% | -3.0% | -1.5% |
| 30D | -7.1% | -22.2% | +15.1% | -2.6% |
| 3M | -25.5% | +2.7% | -28.3% | -28.0% |
| 6M | -28.7% | -3.0% | -25.8% | -30.1% |
| YTD | -21.0% | +7.5% | -28.5% | -25.4% |
| 1Y | -11.9% | +10.5% | -22.3% | -17.5% |
| 3Y | -16.2% | +81.0% | -97.2% | -31.3% |
| All | -16.2% | +81.0% | -97.2% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling