-28.3%
BABA vs ITUB
+184.7%
-213.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +11.6% | +3.7% | +7.9% | +10.5% |
| 30D | +2.3% | -24.1% | +26.4% | +9.9% |
| 3M | -13.7% | -9.6% | -4.1% | -12.8% |
| 6M | -21.9% | -11.5% | -10.4% | -20.9% |
| YTD | -24.6% | +5.5% | -30.2% | -28.2% |
| 1Y | -34.1% | +9.9% | -44.0% | -38.4% |
| 3Y | +36.3% | +84.8% | -48.5% | +5.0% |
| All | -28.3% | +184.7% | -213.0% | -57.5% |
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