-56.2%
BBWI vs ITUB
+220.1%
-276.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.4% | +6.1% | +6.3% |
| 7D | -4.8% | +2.2% | -7.0% | -5.5% |
| 30D | +3.5% | +12.6% | -9.1% | -0.8% |
| 3M | -0.3% | +6.4% | -6.7% | -2.7% |
| 6M | -5.4% | +0.6% | -6.0% | -6.1% |
| YTD | -4.7% | +18.8% | -23.6% | -11.0% |
| 1Y | -30.5% | +31.0% | -61.5% | -37.4% |
| 3Y | -44.3% | +118.1% | -162.4% | -58.6% |
| 5Y | -66.9% | +193.0% | -259.9% | -79.0% |
| All | -56.2% | +220.1% | -276.3% | -72.3% |
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