+11.7%
BABA vs ITUB
+175.8%
-164.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.5% |
| 7D | -13.8% | +1.9% | -15.7% | -14.2% |
| 30D | -15.1% | -22.2% | +7.1% | -10.3% |
| 3M | -22.7% | +2.7% | -25.4% | -24.4% |
| 6M | -34.7% | -3.0% | -31.7% | -35.3% |
| YTD | -35.0% | +7.5% | -42.5% | -37.5% |
| 1Y | -40.4% | +10.5% | -50.9% | -43.2% |
| 3Y | +21.9% | +81.0% | -59.1% | +1.3% |
| 5Y | -39.9% | +181.8% | -221.7% | -55.9% |
| All | +11.7% | +175.8% | -164.1% | -20.2% |
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