-8.6%
BN vs ITUB
+30.8%
-39.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -2.5% | +8.7% | -11.2% | -5.5% |
| 30D | -9.5% | -0.7% | -8.8% | -9.3% |
| 3M | -10.4% | +7.8% | -18.2% | -13.6% |
| 6M | -6.4% | -3.4% | -2.9% | -6.1% |
| YTD | -11.9% | +16.3% | -28.1% | -16.4% |
| 1Y | -8.6% | +29.8% | -38.4% | -19.1% |
| All | -8.6% | +30.8% | -39.4% | -19.1% |
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