-20.3%
BROS vs ITUB
+9.0%
-29.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.3% | +0.4% |
| 7D | +2.5% | -1.6% | +4.1% | +2.8% |
| 30D | +15.1% | -26.6% | +41.7% | +21.1% |
| 3M | -31.4% | -11.1% | -20.3% | -32.4% |
| 6M | -22.6% | -13.1% | -9.5% | -23.5% |
| YTD | -28.1% | +3.9% | -32.0% | -29.3% |
| 1Y | -20.3% | +9.8% | -30.0% | -21.4% |
| All | -20.3% | +9.0% | -29.3% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling