+1,008.9%
BE vs ITUB
+124.1%
+884.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.0% | +7.7% | +8.7% |
| 7D | +29.8% | +8.2% | +21.5% | +24.9% |
| 30D | +26.4% | +4.7% | +21.7% | +23.5% |
| 3M | +9.3% | +13.0% | -3.7% | +2.9% |
| 6M | +105.1% | +4.2% | +100.9% | +101.1% |
| YTD | +219.0% | +18.6% | +200.5% | +196.0% |
| 1Y | +418.8% | +31.3% | +387.5% | +362.1% |
| 3Y | +1,784.6% | +124.9% | +1,659.7% | +1,208.4% |
| 5Y | +1,251.0% | +195.6% | +1,055.4% | +698.5% |
| All | +1,008.9% | +124.1% | +884.8% | +664.4% |
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