+202.5%
BAH vs ITUB
+220.1%
-17.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +4.3% | +2.2% | +2.0% | +4.0% |
| 30D | -2.5% | +12.6% | -15.1% | -3.7% |
| 3M | -0.9% | +6.4% | -7.3% | -1.7% |
| 6M | +1.5% | +0.6% | +0.9% | +1.0% |
| YTD | -8.0% | +18.8% | -26.8% | -10.3% |
| 1Y | -24.7% | +31.0% | -55.7% | -27.5% |
| 3Y | -28.4% | +118.1% | -146.5% | -35.4% |
| 5Y | +2.8% | +193.0% | -190.2% | -11.7% |
| All | +202.5% | +220.1% | -17.6% | +153.5% |
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 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