+17,151.3%
BKNG vs ITUB
+1,957.2%
+15,194.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.3% |
| 7D | -10.7% | +1.0% | -11.6% | -11.0% |
| 30D | -18.1% | +10.7% | -28.8% | -20.8% |
| 3M | +8.5% | +10.1% | -1.5% | +4.8% |
| 6M | -0.1% | -0.1% | +0.1% | -0.9% |
| YTD | -18.2% | +18.4% | -36.6% | -23.5% |
| 1Y | -19.9% | +31.3% | -51.1% | -27.7% |
| 3Y | +41.6% | +124.6% | -83.0% | +5.6% |
| 5Y | +93.1% | +192.0% | -98.9% | +27.6% |
| 10Y | +214.8% | +216.0% | -1.2% | +84.6% |
| All | +17,151.3% | +1,957.2% | +15,194.0% | +3,628.1% |
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