+618.8%
BNY vs ITUB
+1,964.7%
-1,345.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -1.3% | +2.2% | -3.5% | -2.1% |
| 30D | -0.2% | +12.6% | -12.8% | -4.4% |
| 3M | +14.9% | +6.4% | +8.5% | +12.0% |
| 6M | +40.0% | +0.6% | +39.4% | +38.5% |
| YTD | +42.0% | +18.8% | +23.1% | +31.8% |
| 1Y | +56.9% | +31.0% | +25.8% | +40.1% |
| 3Y | +289.9% | +118.1% | +171.8% | +184.3% |
| 5Y | +259.2% | +193.0% | +66.2% | +125.1% |
| 10Y | +413.3% | +217.1% | +196.2% | +173.0% |
| All | +618.8% | +1,964.7% | -1,345.9% | +122.6% |
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 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