-31.9%
BAH vs ITUB
+114.2%
-146.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.2% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -6.6% | +2.6% | -9.2% | -6.7% |
| 3M | -7.2% | +8.4% | -15.6% | -7.7% |
| 6M | -10.0% | -0.5% | -9.4% | -10.2% |
| YTD | -12.5% | +15.3% | -27.7% | -14.5% |
| 1Y | -27.9% | +28.7% | -56.6% | -30.3% |
| All | -31.9% | +114.2% | -146.1% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling