+37.7%
BEN vs ITUB
+185.6%
-148.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.1% | -2.1% |
| 7D | +0.3% | +1.0% | -0.6% | 0.0% |
| 30D | +0.9% | +10.7% | -9.8% | -1.9% |
| 3M | +9.2% | +10.1% | -0.9% | +6.2% |
| 6M | +36.8% | -0.1% | +36.9% | +36.3% |
| YTD | +44.4% | +18.4% | +26.0% | +37.2% |
| 1Y | +45.8% | +31.3% | +14.6% | +34.4% |
| 3Y | +52.5% | +124.6% | -72.1% | +20.8% |
| 5Y | +37.7% | +192.0% | -154.3% | -3.9% |
| All | +37.7% | +185.6% | -148.0% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling