+261.6%
BKR vs ITUB
+1,957.2%
-1,695.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.7% | -9.4% | -7.7% |
| 7D | -6.7% | +1.0% | -7.6% | -7.1% |
| 30D | -8.3% | +10.7% | -19.1% | -12.0% |
| 3M | -5.4% | +10.1% | -15.5% | -9.2% |
| 6M | +0.8% | -0.1% | +0.9% | -0.2% |
| YTD | +31.8% | +18.4% | +13.4% | +22.0% |
| 1Y | +28.6% | +31.3% | -2.7% | +14.2% |
| 3Y | +71.2% | +124.6% | -53.4% | +20.8% |
| 5Y | +179.2% | +192.0% | -12.7% | +71.1% |
| 10Y | +124.0% | +216.0% | -92.0% | +22.1% |
| All | +261.6% | +1,957.2% | -1,695.7% | +31.2% |
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