+196.4%
BP vs ITUB
+1,920.1%
-1,723.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +3.9% | +8.7% | -4.8% | +1.4% |
| 30D | +7.6% | -0.7% | +8.3% | +7.6% |
| 3M | +0.7% | +7.8% | -7.1% | -1.9% |
| 6M | +15.5% | -3.4% | +18.9% | +15.2% |
| YTD | +30.8% | +16.3% | +14.6% | +23.0% |
| 1Y | +34.3% | +29.8% | +4.5% | +21.9% |
| 3Y | +35.1% | +111.1% | -76.0% | +3.9% |
| 5Y | +126.8% | +173.6% | -46.7% | +56.2% |
| 10Y | +123.4% | +193.2% | -69.9% | +39.8% |
| All | +196.4% | +1,920.1% | -1,723.7% | +12.8% |
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 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