-32.3%
GRAB vs ITUB
+30.8%
-63.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -5.3% | +8.7% | -14.0% | -7.6% |
| 30D | -8.6% | -0.7% | -7.9% | -8.4% |
| 3M | -1.2% | +7.8% | -8.9% | -4.0% |
| 6M | -16.6% | -3.4% | -13.2% | -16.1% |
| YTD | -31.5% | +16.3% | -47.7% | -34.5% |
| 1Y | -32.3% | +29.8% | -62.1% | -36.7% |
| All | -32.3% | +30.8% | -63.0% | -36.7% |
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