+651.0%
BIDU vs ITUB
+624.6%
+26.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.5% |
| 7D | -2.4% | 0.0% | -2.4% | -2.5% |
| 30D | -16.0% | +2.6% | -18.5% | -16.9% |
| 3M | -24.0% | +8.4% | -32.4% | -26.6% |
| 6M | -24.9% | -0.5% | -24.3% | -25.3% |
| YTD | -29.6% | +15.3% | -44.8% | -33.9% |
| 1Y | -15.2% | +28.7% | -43.9% | -24.0% |
| 3Y | -32.2% | +118.7% | -150.8% | -51.0% |
| 5Y | -43.8% | +182.7% | -226.4% | -64.7% |
| 10Y | -49.5% | +207.6% | -257.1% | -73.6% |
| All | +651.0% | +624.6% | +26.4% | +170.5% |
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