+433.3%
BBY vs ITUB
+1,957.2%
-1,523.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.7% | -0.6% |
| 7D | +0.7% | +1.0% | -0.3% | +0.4% |
| 30D | +5.8% | +10.7% | -4.9% | +3.2% |
| 3M | +18.0% | +10.1% | +7.9% | +15.1% |
| 6M | +39.8% | -0.1% | +40.0% | +39.2% |
| YTD | +35.4% | +18.4% | +17.0% | +28.8% |
| 1Y | +21.4% | +31.3% | -9.9% | +12.4% |
| 3Y | +39.5% | +124.6% | -85.1% | +11.8% |
| 5Y | -0.5% | +192.0% | -192.5% | -27.5% |
| 10Y | +240.0% | +216.0% | +24.1% | +123.0% |
| All | +433.3% | +1,957.2% | -1,523.9% | +160.5% |
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