+668.0%
BE vs ITUB
+103.2%
+564.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -5.9% |
| 7D | +10.8% | +1.9% | +8.9% | +10.1% |
| 30D | -19.8% | -22.2% | +2.4% | -12.0% |
| 3M | -18.7% | +2.7% | -21.4% | -22.6% |
| 6M | -33.7% | -3.0% | -30.8% | -35.0% |
| YTD | +121.0% | +7.5% | +113.4% | +107.2% |
| 1Y | +85.4% | +10.5% | +74.9% | +72.3% |
| 3Y | +1,709.5% | +81.0% | +1,628.5% | +1,238.7% |
| 5Y | +462.2% | +181.8% | +280.4% | +229.2% |
| All | +668.0% | +103.2% | +564.8% | +435.2% |
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