+308.3%
BBWI vs ITUB
+1,920.1%
-1,611.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.1% |
| 7D | +1.5% | +8.7% | -7.2% | -1.0% |
| 30D | -5.2% | -0.7% | -4.5% | -5.2% |
| 3M | +11.1% | +7.8% | +3.3% | +8.4% |
| 6M | -13.4% | -3.4% | -10.0% | -12.9% |
| YTD | +0.1% | +16.3% | -16.2% | -4.9% |
| 1Y | -36.1% | +29.8% | -66.0% | -41.4% |
| 3Y | -44.1% | +111.1% | -155.2% | -56.0% |
| 5Y | -66.2% | +173.6% | -239.8% | -76.2% |
| 10Y | -54.8% | +193.2% | -248.0% | -70.7% |
| All | +308.3% | +1,920.1% | -1,611.8% | +92.0% |
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