+5,227.1%
BN vs ITUB
+1,920.1%
+3,307.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -2.5% | +8.7% | -11.2% | -5.2% |
| 30D | -9.5% | -0.7% | -8.8% | -9.5% |
| 3M | -10.4% | +7.8% | -18.2% | -13.0% |
| 6M | -6.4% | -3.4% | -2.9% | -5.7% |
| YTD | -11.9% | +16.3% | -28.1% | -16.7% |
| 1Y | -8.6% | +29.8% | -38.4% | -17.0% |
| 3Y | +77.6% | +111.1% | -33.5% | +36.0% |
| 5Y | +37.0% | +173.6% | -136.5% | -7.1% |
| 10Y | +266.4% | +193.2% | +73.1% | +122.4% |
| All | +5,227.1% | +1,920.1% | +3,307.0% | +2,049.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling