-99.8%
BIYA vs ITUB
+63.7%
-163.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -1.0% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -16.7% | +2.6% | -19.2% | -16.2% |
| 3M | -74.6% | +8.4% | -83.1% | -74.3% |
| 6M | -85.4% | -0.5% | -84.8% | -85.2% |
| YTD | -94.2% | +15.3% | -109.5% | -94.5% |
| 1Y | -98.6% | +28.7% | -127.3% | -98.8% |
| All | -99.8% | +63.7% | -163.4% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling