+68.8%
BN vs ITUB
+114.2%
-45.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -0.8% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -13.0% | +2.6% | -15.6% | -14.1% |
| 3M | -15.2% | +8.4% | -23.7% | -18.7% |
| 6M | -5.9% | -0.5% | -5.4% | -6.3% |
| YTD | -15.8% | +15.3% | -31.1% | -21.7% |
| 1Y | -12.2% | +28.7% | -40.9% | -22.7% |
| All | +68.8% | +114.2% | -45.4% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling