+35.8%
BAX vs ITUB
+1,920.1%
-1,884.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | -1.1% | +8.7% | -9.9% | -2.3% |
| 30D | -5.5% | -0.7% | -4.8% | -5.4% |
| 3M | +33.5% | +7.8% | +25.7% | +31.9% |
| 6M | +35.9% | -3.4% | +39.3% | +36.3% |
| YTD | +35.4% | +16.3% | +19.1% | +32.3% |
| 1Y | +9.8% | +29.8% | -20.1% | +5.6% |
| 3Y | -32.7% | +111.1% | -143.8% | -39.9% |
| 5Y | -65.6% | +173.6% | -239.1% | -70.8% |
| 10Y | -34.9% | +193.2% | -228.2% | -47.9% |
| All | +35.8% | +1,920.1% | -1,884.2% | +7.1% |
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