+912.2%
BRO vs ITUB
+1,964.7%
-1,052.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -7.3% | +2.2% | -9.5% | -7.7% |
| 30D | -6.9% | +12.6% | -19.5% | -8.8% |
| 3M | +10.7% | +6.4% | +4.3% | +9.1% |
| 6M | -2.7% | +0.6% | -3.3% | -3.4% |
| YTD | -16.3% | +18.8% | -35.2% | -19.7% |
| 1Y | -29.1% | +31.0% | -60.1% | -33.3% |
| 3Y | -7.8% | +118.1% | -125.9% | -21.9% |
| 5Y | +18.7% | +193.0% | -174.3% | -6.7% |
| 10Y | +291.9% | +217.1% | +74.8% | +183.5% |
| All | +912.2% | +1,964.7% | -1,052.5% | +389.0% |
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