+1,003.0%
BE vs ITUB
+124.6%
+878.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.5% |
| 7D | +9.0% | +2.2% | +6.8% | +7.9% |
| 30D | +16.3% | +12.6% | +3.7% | +9.7% |
| 3M | +10.8% | +6.4% | +4.4% | +7.3% |
| 6M | +73.2% | +0.6% | +72.6% | +72.5% |
| YTD | +217.4% | +18.8% | +198.5% | +193.9% |
| 1Y | +309.8% | +31.0% | +278.8% | +265.0% |
| 3Y | +1,726.2% | +118.1% | +1,608.1% | +1,183.9% |
| 5Y | +1,306.2% | +193.0% | +1,113.1% | +733.8% |
| All | +1,003.0% | +124.6% | +878.4% | +659.1% |
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