+15.8%
BABA vs ITUB
+143.4%
-127.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.3% | -6.0% | -4.3% |
| 7D | +3.8% | +5.5% | -1.7% | +2.4% |
| 30D | -5.4% | -25.6% | +20.2% | +1.1% |
| 3M | -17.9% | -4.7% | -13.3% | -18.1% |
| 6M | -24.1% | -8.6% | -15.4% | -23.7% |
| YTD | -27.4% | +7.9% | -35.4% | -30.3% |
| 1Y | -36.1% | +11.2% | -47.3% | -39.2% |
| 3Y | +35.4% | +82.6% | -47.3% | +12.1% |
| 5Y | -30.1% | +192.7% | -222.8% | -49.3% |
| 10Y | +15.8% | +144.7% | -128.8% | -15.7% |
| All | +15.8% | +143.4% | -127.6% | -15.7% |
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