+2,972.2%
BHP vs ITUB
+1,959.7%
+1,012.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.2% | +0.9% |
| 7D | +1.3% | +8.2% | -7.0% | -2.3% |
| 30D | +4.0% | +4.7% | -0.7% | +1.7% |
| 3M | +12.3% | +13.0% | -0.7% | +6.1% |
| 6M | +30.8% | +4.2% | +26.7% | +27.9% |
| YTD | +58.8% | +18.6% | +40.2% | +46.3% |
| 1Y | +76.8% | +31.3% | +45.6% | +55.3% |
| 3Y | +87.5% | +124.9% | -37.4% | +26.6% |
| 5Y | +123.9% | +195.6% | -71.7% | +27.3% |
| 10Y | +504.4% | +196.4% | +308.0% | +191.8% |
| All | +2,972.2% | +1,959.7% | +1,012.4% | +741.3% |
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