-74.7%
GRAB vs ITUB
+192.4%
-267.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.6% |
| 7D | -12.0% | +1.0% | -13.0% | -12.2% |
| 30D | -19.5% | +10.7% | -30.2% | -21.5% |
| 3M | -8.0% | +10.1% | -18.0% | -10.3% |
| 6M | -22.2% | -0.1% | -22.1% | -22.5% |
| YTD | -39.7% | +18.4% | -58.1% | -42.2% |
| 1Y | -43.2% | +31.3% | -74.5% | -46.9% |
| 3Y | -19.1% | +124.6% | -143.7% | -32.5% |
| 5Y | -72.0% | +192.0% | -264.0% | -78.0% |
| All | -74.7% | +192.4% | -267.1% | -80.6% |
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