-47.7%
BBWI vs ITUB
+175.8%
-223.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.8% |
| 7D | +0.1% | +1.9% | -1.8% | -0.5% |
| 30D | +12.9% | -22.2% | +35.1% | +20.9% |
| 3M | +16.0% | +2.7% | +13.3% | +12.3% |
| 6M | +16.6% | -3.0% | +19.6% | +14.9% |
| YTD | +9.7% | +7.5% | +2.2% | +3.8% |
| 1Y | +1.5% | +10.5% | -9.0% | -5.0% |
| 3Y | -21.4% | +81.0% | -102.3% | -39.4% |
| 5Y | -67.6% | +181.8% | -249.4% | -79.7% |
| All | -47.7% | +175.8% | -223.5% | -65.4% |
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