+51.8%
BEN vs ITUB
+220.1%
-168.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.1% | +2.2% | -5.3% | -3.8% |
| 30D | +0.2% | +12.6% | -12.4% | -3.6% |
| 3M | +6.8% | +6.4% | +0.4% | +4.5% |
| 6M | +38.1% | +0.6% | +37.5% | +37.3% |
| YTD | +44.3% | +18.8% | +25.5% | +35.8% |
| 1Y | +42.6% | +31.0% | +11.6% | +29.7% |
| 3Y | +52.3% | +118.1% | -65.8% | +16.6% |
| 5Y | +37.6% | +193.0% | -155.4% | -7.8% |
| All | +51.8% | +220.1% | -168.3% | -8.8% |
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