+391.9%
BAC vs ITUB
+219.0%
+172.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.1% |
| 7D | -0.3% | +1.0% | -1.2% | -0.6% |
| 30D | -1.8% | +10.7% | -12.5% | -5.3% |
| 3M | +15.3% | +10.1% | +5.2% | +11.0% |
| 6M | +30.2% | -0.1% | +30.3% | +29.2% |
| YTD | +15.6% | +18.4% | -2.8% | +7.5% |
| 1Y | +27.5% | +31.3% | -3.8% | +13.9% |
| 3Y | +137.0% | +124.6% | +12.4% | +70.6% |
| 5Y | +75.6% | +192.0% | -116.4% | +9.7% |
| All | +391.9% | +219.0% | +172.9% | +195.4% |
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