+34.0%
BN vs ITUB
+181.1%
-147.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.3% |
| 7D | -1.0% | +1.9% | -2.9% | -1.6% |
| 30D | +14.0% | -22.2% | +36.1% | +21.8% |
| 3M | -9.0% | +2.7% | -11.7% | -12.3% |
| 6M | -8.8% | -3.0% | -5.9% | -10.6% |
| YTD | -10.3% | +7.5% | -17.8% | -15.4% |
| 1Y | -5.8% | +10.5% | -16.3% | -12.3% |
| 3Y | +94.8% | +81.0% | +13.8% | +51.0% |
| All | +34.0% | +181.1% | -147.1% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling