+610.0%
BA vs ITUB
+1,920.1%
-1,310.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +1.2% | +8.7% | -7.6% | -1.3% |
| 30D | -11.6% | -0.7% | -10.9% | -11.6% |
| 3M | -2.4% | +7.8% | -10.2% | -4.8% |
| 6M | -6.6% | -3.4% | -3.2% | -6.1% |
| YTD | -2.2% | +16.3% | -18.5% | -7.3% |
| 1Y | -8.0% | +29.8% | -37.8% | -15.7% |
| 3Y | -5.0% | +111.1% | -116.1% | -25.8% |
| 5Y | -2.7% | +173.6% | -176.3% | -31.8% |
| 10Y | +75.9% | +193.2% | -117.4% | +16.6% |
| All | +610.0% | +1,920.1% | -1,310.0% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling