-44.0%
BIDU vs ITUB
+186.2%
-230.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -8.1% | +2.2% | -10.3% | -8.8% |
| 30D | -12.8% | +12.6% | -25.4% | -16.2% |
| 3M | -21.3% | +6.4% | -27.7% | -23.1% |
| 6M | -27.0% | +0.6% | -27.6% | -27.6% |
| YTD | -30.0% | +18.8% | -48.9% | -34.2% |
| 1Y | -18.3% | +31.0% | -49.3% | -25.9% |
| 3Y | -33.8% | +118.1% | -151.9% | -49.3% |
| All | -44.0% | +186.2% | -230.2% | -63.0% |
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