+16.7%
BABA vs ITUB
+192.5%
-175.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.0% |
| 7D | -0.2% | +8.2% | -8.4% | -2.3% |
| 30D | -12.3% | +4.7% | -17.0% | -13.5% |
| 3M | -5.3% | +13.0% | -18.3% | -8.8% |
| 6M | -13.1% | +4.2% | -17.2% | -14.6% |
| YTD | -22.4% | +18.6% | -41.0% | -26.4% |
| 1Y | -19.5% | +31.3% | -50.7% | -25.8% |
| 3Y | +32.9% | +124.9% | -91.9% | +5.4% |
| 5Y | -29.9% | +195.6% | -225.5% | -49.1% |
| 10Y | +16.7% | +196.4% | -179.7% | -22.0% |
| All | +16.7% | +192.5% | -175.8% | -22.0% |
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