+134.0%
BP vs ITUB
+219.0%
-84.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | 0.0% |
| 7D | +5.7% | +1.0% | +4.8% | +5.4% |
| 30D | +8.1% | +10.7% | -2.6% | +4.5% |
| 3M | +8.6% | +10.1% | -1.5% | +5.0% |
| 6M | +18.1% | -0.1% | +18.3% | +16.7% |
| YTD | +37.6% | +18.4% | +19.2% | +28.0% |
| 1Y | +39.4% | +31.3% | +8.1% | +25.0% |
| 3Y | +40.1% | +124.6% | -84.5% | +2.6% |
| 5Y | +141.3% | +192.0% | -50.7% | +54.5% |
| All | +134.0% | +219.0% | -84.9% | +39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling