-10.6%
BITO vs ITUB
+199.2%
-209.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.1% | -2.2% |
| 7D | -5.8% | +1.0% | -6.8% | -6.1% |
| 30D | +21.1% | +10.7% | +10.4% | +17.3% |
| 3M | +23.5% | +10.1% | +13.4% | +19.8% |
| 6M | +8.3% | -0.1% | +8.4% | +7.8% |
| YTD | -13.9% | +18.4% | -32.3% | -18.5% |
| 1Y | -34.5% | +31.3% | -65.8% | -40.0% |
| 3Y | +147.0% | +124.6% | +22.4% | +90.7% |
| All | -10.6% | +199.2% | -209.8% | -40.2% |
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