+117.3%
IBB vs ITUB
+219.0%
-101.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.9% |
| 7D | -5.2% | +1.0% | -6.2% | -5.4% |
| 30D | +1.5% | +10.7% | -9.3% | -0.4% |
| 3M | +22.1% | +10.1% | +12.1% | +19.8% |
| 6M | +17.7% | -0.1% | +17.9% | +17.3% |
| YTD | +20.2% | +18.4% | +1.8% | +16.1% |
| 1Y | +44.4% | +31.3% | +13.2% | +36.8% |
| 3Y | +61.1% | +124.6% | -63.5% | +37.8% |
| 5Y | +18.5% | +192.0% | -173.4% | -5.1% |
| All | +117.3% | +219.0% | -101.7% | +62.9% |
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