+23.9%
BABA vs ITUB
+103.2%
-79.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | +11.6% | +3.7% | +7.9% | +10.7% |
| 30D | +2.3% | -24.1% | +26.4% | +8.3% |
| 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% | -26.9% |
| 1Y | -34.1% | +9.9% | -44.0% | -36.8% |
| 3Y | +36.3% | +84.8% | -48.5% | +14.9% |
| 5Y | -26.7% | +182.6% | -209.4% | -44.5% |
| 10Y | +19.2% | +141.7% | -122.5% | -11.9% |
| All | +23.9% | +103.2% | -79.3% | -11.8% |
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