-35.7%
BIDU vs ITUB
+9.0%
-44.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.3% | +1.2% | +3.9% |
| 7D | +1.2% | -1.6% | +2.8% | +1.5% |
| 30D | -7.5% | -26.6% | +19.1% | -2.6% |
| 3M | -28.6% | -11.1% | -17.5% | -28.7% |
| 6M | -36.9% | -13.1% | -23.8% | -36.7% |
| YTD | -38.4% | +3.9% | -42.3% | -37.7% |
| 1Y | -35.7% | +9.8% | -45.4% | -36.9% |
| All | -35.7% | +9.0% | -44.7% | -36.9% |
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 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