+66.0%
BHP vs ITUB
+30.8%
+35.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | -5.0% | +8.7% | -13.7% | -8.6% |
| 30D | +1.2% | -0.7% | +1.9% | +1.3% |
| 3M | +1.8% | +7.8% | -5.9% | -2.2% |
| 6M | +18.0% | -3.4% | +21.4% | +18.4% |
| YTD | +52.7% | +16.3% | +36.4% | +46.1% |
| 1Y | +66.0% | +29.8% | +36.1% | +50.6% |
| All | +66.0% | +30.8% | +35.2% | +50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling