+75.6%
BAC vs ITUB
+185.6%
-110.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.9% |
| 7D | -0.3% | +1.0% | -1.2% | -0.6% |
| 30D | -1.8% | +10.7% | -12.5% | -4.7% |
| 3M | +15.3% | +10.1% | +5.2% | +11.8% |
| 6M | +30.2% | -0.1% | +30.3% | +29.5% |
| YTD | +15.6% | +18.4% | -2.8% | +9.0% |
| 1Y | +27.5% | +31.3% | -3.8% | +16.3% |
| 3Y | +137.0% | +124.6% | +12.4% | +80.5% |
| 5Y | +75.6% | +192.0% | -116.4% | +16.3% |
| All | +75.6% | +185.6% | -110.1% | +16.3% |
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