+66.9%
BROS vs ITUB
+114.2%
-47.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.1% |
| 7D | -6.6% | 0.0% | -6.6% | -6.6% |
| 30D | -12.3% | +2.6% | -14.9% | -13.1% |
| 3M | -22.2% | +8.4% | -30.6% | -24.4% |
| 6M | -14.3% | -0.5% | -13.7% | -14.3% |
| YTD | -26.6% | +15.3% | -41.8% | -29.4% |
| 1Y | -31.5% | +28.7% | -60.2% | -36.2% |
| All | +66.9% | +114.2% | -47.4% | +32.4% |
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 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