+64.1%
COP vs ITUB
+8.3%
+55.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.8% |
| 7D | +4.4% | +1.9% | +2.5% | +4.6% |
| 30D | 0.0% | -22.2% | +22.1% | -2.1% |
| 3M | +15.0% | +2.7% | +12.3% | +18.0% |
| 6M | +22.0% | -3.0% | +25.0% | +24.2% |
| YTD | +55.3% | +7.5% | +47.8% | +52.8% |
| 1Y | +64.1% | +10.5% | +53.7% | +62.5% |
| All | +64.1% | +8.3% | +55.8% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling