+376.5%
BLDR vs ITUB
+220.1%
+156.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -8.2% | +2.2% | -10.4% | -9.0% |
| 30D | -16.6% | +12.6% | -29.2% | -20.3% |
| 3M | -23.2% | +6.4% | -29.6% | -25.4% |
| 6M | -33.7% | +0.6% | -34.3% | -34.3% |
| YTD | -41.3% | +18.8% | -60.2% | -45.3% |
| 1Y | -58.8% | +31.0% | -89.8% | -63.1% |
| 3Y | -57.5% | +118.1% | -175.5% | -69.0% |
| 5Y | +12.9% | +193.0% | -180.1% | -29.8% |
| All | +376.5% | +220.1% | +156.4% | +172.0% |
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