-99.8%
BIYA vs ITUB
+65.1%
-164.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.9% |
| 7D | +1.3% | +8.7% | -7.4% | +3.1% |
| 30D | -21.0% | -0.7% | -20.3% | -21.1% |
| 3M | -74.3% | +7.8% | -82.1% | -74.0% |
| 6M | -84.6% | -3.4% | -81.2% | -84.3% |
| YTD | -94.2% | +16.3% | -110.4% | -94.5% |
| 1Y | -98.2% | +29.8% | -128.1% | -98.5% |
| All | -99.8% | +65.1% | -164.9% | -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 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