+111.8%
BHP vs ITUB
+186.2%
-74.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -3.6% | +2.2% | -5.8% | -4.4% |
| 30D | -1.2% | +12.6% | -13.8% | -5.3% |
| 3M | +1.2% | +6.4% | -5.2% | -1.3% |
| 6M | +21.4% | +0.6% | +20.8% | +20.6% |
| YTD | +50.4% | +18.8% | +31.6% | +41.7% |
| 1Y | +67.5% | +31.0% | +36.5% | +52.6% |
| 3Y | +72.8% | +118.1% | -45.3% | +31.8% |
| All | +111.8% | +186.2% | -74.4% | +44.7% |
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 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