-0.3%
BA vs ITUB
+181.4%
-181.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.3% |
| 7D | +2.5% | +8.2% | -5.8% | +0.2% |
| 30D | -10.1% | +4.7% | -14.8% | -11.3% |
| 3M | -2.4% | +13.0% | -15.4% | -5.9% |
| 6M | -8.8% | +4.2% | -13.0% | -10.2% |
| YTD | -2.9% | +18.6% | -21.5% | -8.1% |
| 1Y | -8.8% | +31.3% | -40.0% | -16.2% |
| 3Y | -0.3% | +124.9% | -125.1% | -21.7% |
| 5Y | -0.3% | +195.6% | -195.9% | -33.4% |
| All | -0.3% | +181.4% | -181.7% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling