-19.0%
BAX vs ITUB
+81.0%
-100.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.2% |
| 7D | +0.1% | +1.9% | -1.8% | -0.4% |
| 30D | +4.1% | -22.2% | +26.3% | +9.2% |
| 3M | -4.5% | +2.7% | -7.3% | -7.7% |
| 6M | +49.2% | -3.0% | +52.2% | +46.2% |
| YTD | +35.2% | +7.5% | +27.7% | +29.7% |
| 1Y | +38.3% | +10.5% | +27.8% | +31.5% |
| 3Y | -19.0% | +81.0% | -100.0% | -29.8% |
| All | -19.0% | +81.0% | -100.0% | -29.8% |
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