-3.2%
BAH vs ITUB
+186.4%
-189.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.3% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -6.6% | +2.6% | -9.2% | -6.8% |
| 3M | -7.2% | +8.4% | -15.6% | -7.9% |
| 6M | -10.0% | -0.5% | -9.4% | -10.2% |
| YTD | -12.5% | +15.3% | -27.7% | -14.2% |
| 1Y | -27.9% | +28.7% | -56.6% | -30.1% |
| 3Y | -31.4% | +118.7% | -150.1% | -37.2% |
| 5Y | -3.2% | +182.7% | -185.9% | -13.3% |
| All | -3.2% | +186.4% | -189.6% | -13.3% |
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