+275.1%
BLK vs ITUB
+220.1%
+55.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | -3.3% | +2.2% | -5.5% | -3.9% |
| 30D | -6.5% | +12.6% | -19.1% | -9.6% |
| 3M | +6.7% | +6.4% | +0.3% | +4.6% |
| 6M | +14.7% | +0.6% | +14.1% | +14.0% |
| YTD | +2.5% | +18.8% | -16.3% | -2.8% |
| 1Y | -2.8% | +31.0% | -33.8% | -10.5% |
| 3Y | +65.9% | +118.1% | -52.2% | +31.6% |
| 5Y | +33.0% | +193.0% | -160.1% | -5.6% |
| All | +275.1% | +220.1% | +55.0% | +155.3% |
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