+39.1%
BP vs ITUB
+114.2%
-75.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.1% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | +7.8% | +2.6% | +5.3% | +7.4% |
| 3M | +8.4% | +8.4% | -0.1% | +7.0% |
| 6M | +15.1% | -0.5% | +15.6% | +14.6% |
| YTD | +36.4% | +15.3% | +21.1% | +31.1% |
| 1Y | +40.9% | +28.7% | +12.2% | +32.2% |
| All | +39.1% | +114.2% | -75.2% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling