+246.5%
BBY vs ITUB
+220.1%
+26.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +0.6% | +2.2% | -1.6% | +0.1% |
| 30D | +9.4% | +12.6% | -3.2% | +6.7% |
| 3M | +19.3% | +6.4% | +12.9% | +17.6% |
| 6M | +47.9% | +0.6% | +47.3% | +47.1% |
| YTD | +39.6% | +18.8% | +20.7% | +33.3% |
| 1Y | +22.2% | +31.0% | -8.8% | +14.1% |
| 3Y | +45.0% | +118.1% | -73.1% | +19.5% |
| 5Y | +2.6% | +193.0% | -190.5% | -23.2% |
| All | +246.5% | +220.1% | +26.4% | +164.3% |
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