-33.4%
BAX vs ITUB
+114.2%
-147.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.1% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -12.2% | +2.6% | -14.7% | -12.9% |
| 3M | +21.8% | +8.4% | +13.4% | +18.6% |
| 6M | +36.3% | -0.5% | +36.8% | +35.8% |
| YTD | +27.8% | +15.3% | +12.5% | +23.3% |
| 1Y | -0.1% | +28.7% | -28.8% | -6.2% |
| All | -33.4% | +114.2% | -147.6% | -43.8% |
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