+18.4%
BX vs ITUB
+186.2%
-167.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | -5.6% | +2.2% | -7.8% | -6.2% |
| 30D | -12.2% | +12.6% | -24.8% | -15.4% |
| 3M | +7.4% | +6.4% | +1.0% | +4.9% |
| 6M | +22.2% | +0.6% | +21.6% | +21.4% |
| YTD | -14.0% | +18.8% | -32.9% | -18.9% |
| 1Y | -27.3% | +31.0% | -58.3% | -33.7% |
| 3Y | +24.5% | +118.1% | -93.5% | -3.4% |
| All | +18.4% | +186.2% | -167.7% | -19.3% |
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