+6.1%
BAH vs ITUB
+8.3%
-2.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | 0.0% |
| 7D | +1.7% | +1.9% | -0.2% | +1.9% |
| 30D | +20.8% | -22.2% | +43.0% | +18.3% |
| 3M | +11.6% | +2.7% | +8.9% | +10.8% |
| 6M | +23.1% | -3.0% | +26.1% | +21.3% |
| YTD | +5.3% | +7.5% | -2.3% | -2.4% |
| 1Y | +6.1% | +10.5% | -4.3% | -1.3% |
| All | +6.1% | +8.3% | -2.2% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling