+123.1%
IBB vs ITUB
+175.8%
-52.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.8% |
| 7D | -0.5% | +1.9% | -2.4% | -0.9% |
| 30D | +4.6% | -22.2% | +26.7% | +8.6% |
| 3M | +6.8% | +2.7% | +4.1% | +5.2% |
| 6M | +23.1% | -3.0% | +26.1% | +22.2% |
| YTD | +26.0% | +7.5% | +18.5% | +22.5% |
| 1Y | +30.4% | +10.5% | +19.9% | +26.0% |
| 3Y | +85.4% | +81.0% | +4.4% | +62.6% |
| 5Y | +39.7% | +181.8% | -142.1% | +11.1% |
| All | +123.1% | +175.8% | -52.7% | +77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling