-41.9%
GRAB vs ITUB
+9.1%
-51.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.3% | +4.4% | +6.9% |
| 7D | +22.2% | -1.6% | +23.8% | +22.6% |
| 30D | +6.0% | -26.6% | +32.6% | +13.2% |
| 3M | -9.7% | -11.0% | +1.4% | -8.9% |
| 6M | -7.2% | -13.0% | +5.9% | -5.9% |
| YTD | -32.7% | +3.9% | -36.6% | -35.5% |
| 1Y | -41.9% | +9.8% | -51.7% | -47.1% |
| All | -41.9% | +9.1% | -51.0% | -47.1% |
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