+35.7%
BAX vs ITUB
+1,767.9%
-1,732.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | +0.1% | +1.9% | -1.8% | -0.2% |
| 30D | +4.1% | -22.2% | +26.3% | +7.3% |
| 3M | -4.5% | +2.7% | -7.3% | -5.6% |
| 6M | +49.2% | -3.0% | +52.2% | +48.7% |
| YTD | +35.2% | +7.5% | +27.7% | +32.8% |
| 1Y | +38.3% | +10.5% | +27.8% | +35.2% |
| 3Y | -19.0% | +81.0% | -100.0% | -26.5% |
| 5Y | -64.2% | +181.8% | -246.0% | -69.8% |
| 10Y | -35.7% | +170.2% | -205.9% | -48.2% |
| All | +35.7% | +1,767.9% | -1,732.1% | +7.5% |
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