+33.2%
BN vs ITUB
+186.4%
-153.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.0% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -13.0% | +2.6% | -15.6% | -13.9% |
| 3M | -15.2% | +8.4% | -23.7% | -18.0% |
| 6M | -5.9% | -0.5% | -5.4% | -6.2% |
| YTD | -15.8% | +15.3% | -31.1% | -20.3% |
| 1Y | -12.2% | +28.7% | -40.9% | -20.2% |
| 3Y | +72.2% | +118.7% | -46.5% | +30.5% |
| 5Y | +33.2% | +182.7% | -149.5% | -9.4% |
| All | +33.2% | +186.4% | -153.2% | -9.4% |
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 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