-23.4%
BITO vs ITUB
+9.0%
-32.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +2.0% |
| 7D | -1.9% | -1.6% | -0.3% | -1.5% |
| 30D | -6.7% | -26.6% | +19.9% | +0.4% |
| 3M | +23.1% | -11.1% | +34.1% | +23.5% |
| 6M | -2.0% | -13.1% | +11.1% | -1.0% |
| YTD | -11.4% | +3.9% | -15.2% | -16.9% |
| 1Y | -23.4% | +9.8% | -33.1% | -34.0% |
| All | -23.4% | +9.0% | -32.4% | -34.0% |
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 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