+142.2%
BP vs ITUB
+175.8%
-33.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | +3.8% | +1.9% | +1.9% | +3.2% |
| 30D | -5.3% | -22.2% | +16.9% | +0.9% |
| 3M | +9.3% | +2.7% | +6.5% | +6.0% |
| 6M | +7.2% | -3.0% | +10.2% | +5.4% |
| YTD | +38.0% | +7.5% | +30.5% | +29.6% |
| 1Y | +33.2% | +10.5% | +22.7% | +23.8% |
| 3Y | +50.3% | +81.0% | -30.7% | +16.0% |
| 5Y | +114.1% | +181.8% | -67.7% | +35.6% |
| All | +142.2% | +175.8% | -33.6% | +53.8% |
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 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