-13.2%
BURL vs ITUB
+182.0%
-195.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -0.9% |
| 7D | +5.9% | +4.9% | +1.0% | +5.0% |
| 30D | -8.3% | -27.2% | +18.9% | -3.8% |
| 3M | -31.6% | -6.1% | -25.5% | -31.6% |
| 6M | -16.6% | -10.7% | -5.9% | -15.9% |
| YTD | -12.1% | +5.5% | -17.6% | -13.9% |
| 1Y | -10.0% | +7.8% | -17.8% | -12.3% |
| 3Y | +94.3% | +75.0% | +19.3% | +73.7% |
| 5Y | -13.2% | +178.6% | -191.8% | -29.6% |
| All | -13.2% | +182.0% | -195.2% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling