+1,073.0%
BAH vs ITUB
+91.2%
+981.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.5% |
| 7D | +1.7% | +1.9% | -0.2% | +1.4% |
| 30D | +20.8% | -22.2% | +43.0% | +24.0% |
| 3M | +11.6% | +2.7% | +8.9% | +10.0% |
| 6M | +23.1% | -3.0% | +26.1% | +22.0% |
| YTD | +5.3% | +7.5% | -2.3% | +2.2% |
| 1Y | +6.1% | +10.5% | -4.3% | +2.6% |
| 3Y | -27.5% | +81.0% | -108.5% | -35.5% |
| 5Y | +6.2% | +181.8% | -175.6% | -13.4% |
| 10Y | +202.2% | +170.2% | +32.1% | +130.4% |
| All | +1,073.0% | +91.2% | +981.8% | +749.9% |
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