+1,216.7%
COP vs ITUB
+1,959.7%
-743.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.1% |
| 7D | -0.8% | +8.2% | -9.1% | -3.4% |
| 30D | +15.6% | +4.7% | +10.9% | +13.6% |
| 3M | +14.3% | +13.0% | +1.3% | +9.2% |
| 6M | +17.0% | +4.2% | +12.8% | +13.5% |
| YTD | +47.4% | +18.6% | +28.9% | +36.3% |
| 1Y | +52.4% | +31.3% | +21.2% | +35.8% |
| 3Y | +20.8% | +124.9% | -104.1% | -12.6% |
| 5Y | +191.7% | +195.6% | -3.9% | +85.2% |
| 10Y | +325.1% | +196.4% | +128.7% | +151.2% |
| All | +1,216.7% | +1,959.7% | -743.0% | +362.6% |
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 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