+2,094.2%
BTI vs ITUB
+1,902.7%
+191.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.0% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -4.8% | +2.6% | -7.3% | -5.3% |
| 3M | -8.1% | +8.4% | -16.5% | -9.8% |
| 6M | -4.2% | -0.5% | -3.6% | -4.6% |
| YTD | -1.3% | +15.3% | -16.6% | -4.6% |
| 1Y | +2.1% | +28.7% | -26.6% | -3.6% |
| 3Y | +108.9% | +118.7% | -9.7% | +75.7% |
| 5Y | +114.5% | +182.7% | -68.2% | +67.6% |
| 10Y | +72.2% | +207.6% | -135.3% | +24.1% |
| All | +2,094.2% | +1,902.7% | +191.5% | +1,060.4% |
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 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