+950.6%
BX vs ITUB
+216.4%
+734.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.4% |
| 7D | -2.0% | +8.2% | -10.2% | -5.2% |
| 30D | -2.3% | +4.7% | -7.0% | -4.5% |
| 3M | +18.5% | +13.0% | +5.5% | +12.0% |
| 6M | +23.7% | +4.2% | +19.6% | +20.7% |
| YTD | -10.4% | +18.6% | -28.9% | -17.6% |
| 1Y | -19.6% | +31.3% | -50.8% | -29.4% |
| 3Y | +30.8% | +124.9% | -94.1% | -10.3% |
| 5Y | +24.3% | +195.6% | -171.3% | -28.0% |
| 10Y | +679.5% | +196.4% | +483.1% | +277.5% |
| All | +950.6% | +216.4% | +734.3% | +222.0% |
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