+4,047.1%
BLK vs ITUB
+1,957.3%
+2,089.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.8% |
| 7D | -5.2% | +1.0% | -6.1% | -5.5% |
| 30D | -7.0% | +10.7% | -17.8% | -10.2% |
| 3M | +5.7% | +10.1% | -4.4% | +2.0% |
| 6M | +11.0% | -0.1% | +11.1% | +10.4% |
| YTD | +0.9% | +18.4% | -17.5% | -5.3% |
| 1Y | -1.6% | +31.3% | -32.9% | -10.9% |
| 3Y | +64.5% | +124.6% | -60.1% | +23.5% |
| 5Y | +30.9% | +192.0% | -161.1% | -13.1% |
| 10Y | +275.1% | +216.0% | +59.1% | +116.1% |
| All | +4,047.1% | +1,957.3% | +2,089.9% | +1,580.2% |
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