-68.8%
BBWI vs ITUB
+186.4%
-255.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.8% | -3.5% | -5.6% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -7.4% | +2.6% | -10.0% | -8.1% |
| 3M | -2.2% | +8.4% | -10.7% | -4.3% |
| 6M | -16.3% | -0.5% | -15.8% | -16.5% |
| YTD | -9.1% | +15.3% | -24.4% | -12.5% |
| 1Y | -34.5% | +28.7% | -63.2% | -38.7% |
| 3Y | -47.0% | +118.7% | -165.6% | -56.3% |
| 5Y | -68.8% | +182.7% | -251.5% | -75.9% |
| All | -68.8% | +186.4% | -255.2% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling