+18.0%
BLK vs ITUB
+9.0%
+9.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.3% | +2.2% | +4.9% |
| 7D | +5.7% | -1.6% | +7.4% | +6.0% |
| 30D | +14.8% | -26.6% | +41.4% | +19.5% |
| 3M | +8.8% | -11.1% | +19.9% | +8.3% |
| 6M | +17.6% | -13.1% | +30.7% | +17.3% |
| YTD | +16.3% | +3.9% | +12.4% | +11.1% |
| 1Y | +18.0% | +9.8% | +8.2% | +9.4% |
| All | +18.0% | +9.0% | +9.0% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling