-33.3%
BAX vs ITUB
+169.9%
-203.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.9% |
| 7D | +0.4% | +1.1% | -0.7% | +0.2% |
| 30D | +3.4% | -25.4% | +28.9% | +7.7% |
| 3M | -4.5% | -0.3% | -4.2% | -5.3% |
| 6M | +44.0% | -8.0% | +52.0% | +44.4% |
| YTD | +34.9% | +5.2% | +29.7% | +32.6% |
| 1Y | +37.9% | +7.4% | +30.5% | +35.1% |
| 3Y | -17.1% | +74.5% | -91.6% | -24.8% |
| 5Y | -64.3% | +175.8% | -240.1% | -70.1% |
| All | -33.3% | +169.9% | -203.3% | -44.0% |
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