+209.9%
BKNG vs ITUB
+219.0%
-9.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.3% |
| 7D | -10.7% | +1.0% | -11.6% | -10.9% |
| 30D | -18.1% | +10.7% | -28.8% | -20.6% |
| 3M | +8.5% | +10.1% | -1.5% | +5.0% |
| 6M | -0.1% | -0.1% | +0.1% | -0.8% |
| YTD | -18.2% | +18.4% | -36.6% | -23.3% |
| 1Y | -19.9% | +31.3% | -51.1% | -27.3% |
| 3Y | +41.6% | +124.6% | -83.0% | +6.5% |
| 5Y | +93.1% | +192.0% | -98.9% | +28.0% |
| All | +209.9% | +219.0% | -9.0% | +90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling