+120.2%
BKR vs ITUB
+220.1%
-99.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -7.0% | +2.2% | -9.2% | -7.9% |
| 30D | -8.1% | +12.6% | -20.7% | -12.4% |
| 3M | -6.6% | +6.4% | -13.0% | -9.3% |
| 6M | +0.9% | +0.6% | +0.3% | -0.4% |
| YTD | +31.1% | +18.8% | +12.2% | +20.8% |
| 1Y | +27.7% | +31.0% | -3.3% | +13.1% |
| 3Y | +71.2% | +118.1% | -46.9% | +20.4% |
| 5Y | +177.6% | +193.0% | -15.4% | +64.3% |
| All | +120.2% | +220.1% | -99.9% | +21.6% |
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