+258.5%
BN vs ITUB
+220.1%
+38.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | -5.2% | +2.2% | -7.4% | -6.0% |
| 30D | -14.5% | +12.6% | -27.1% | -18.2% |
| 3M | -15.0% | +6.4% | -21.4% | -17.3% |
| 6M | -5.4% | +0.6% | -6.0% | -6.1% |
| YTD | -16.4% | +18.8% | -35.3% | -22.1% |
| 1Y | -16.2% | +31.0% | -47.3% | -24.9% |
| 3Y | +67.5% | +118.1% | -50.5% | +23.9% |
| 5Y | +34.1% | +193.0% | -158.9% | -14.2% |
| All | +258.5% | +220.1% | +38.4% | +106.4% |
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 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