+76.2%
BND vs ITUB
+286.0%
-209.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.0% | -0.1% |
| 7D | +0.1% | +8.2% | -8.1% | +0.1% |
| 30D | -0.4% | +4.7% | -5.1% | -0.4% |
| 3M | -0.2% | +13.0% | -13.3% | -0.3% |
| 6M | -1.2% | +4.2% | -5.3% | -1.2% |
| YTD | -0.3% | +18.6% | -18.9% | -0.4% |
| 1Y | +0.4% | +31.3% | -30.9% | +0.3% |
| 3Y | +13.4% | +124.9% | -111.5% | +13.2% |
| 5Y | -1.5% | +195.6% | -197.1% | -1.6% |
| 10Y | +15.5% | +196.4% | -180.9% | +15.4% |
| All | +76.2% | +286.0% | -209.8% | +74.1% |
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