+448.0%
BEN vs ITUB
+1,959.7%
-1,511.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.9% |
| 7D | +4.7% | +8.2% | -3.6% | +1.6% |
| 30D | +2.6% | +4.7% | -2.1% | +0.7% |
| 3M | +11.5% | +13.0% | -1.5% | +6.2% |
| 6M | +35.3% | +4.2% | +31.2% | +32.6% |
| YTD | +48.6% | +18.6% | +30.1% | +38.2% |
| 1Y | +46.7% | +31.3% | +15.4% | +30.9% |
| 3Y | +57.0% | +124.9% | -67.9% | +12.7% |
| 5Y | +41.8% | +195.6% | -153.8% | -12.3% |
| 10Y | +55.2% | +196.4% | -141.2% | -15.3% |
| All | +448.0% | +1,959.7% | -1,511.7% | +83.7% |
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