+261.2%
BAC vs ITUB
+1,920.1%
-1,658.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +1.1% | +8.7% | -7.6% | -2.4% |
| 30D | -0.4% | -0.7% | +0.3% | -0.4% |
| 3M | +16.9% | +7.8% | +9.1% | +12.8% |
| 6M | +26.6% | -3.4% | +30.0% | +27.2% |
| YTD | +15.8% | +16.3% | -0.5% | +7.0% |
| 1Y | +27.2% | +29.8% | -2.7% | +11.7% |
| 3Y | +132.4% | +111.1% | +21.3% | +61.8% |
| 5Y | +72.6% | +173.6% | -101.0% | +2.2% |
| 10Y | +389.7% | +193.2% | +196.5% | +146.0% |
| All | +261.2% | +1,920.1% | -1,658.9% | +27.9% |
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