+27.0%
BROS vs ITUB
+185.1%
-158.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -6.7% | +8.7% | -15.4% | -8.8% |
| 30D | -29.1% | -0.7% | -28.4% | -29.0% |
| 3M | -16.7% | +7.8% | -24.5% | -18.5% |
| 6M | -11.6% | -3.4% | -8.2% | -11.1% |
| YTD | -23.9% | +16.3% | -40.2% | -26.8% |
| 1Y | -34.8% | +29.8% | -64.6% | -39.0% |
| 3Y | +62.1% | +111.1% | -49.0% | +34.7% |
| All | +27.0% | +185.1% | -158.1% | +1.6% |
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 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