+63.7%
IBB vs ITUB
+120.3%
-56.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.1% | -2.6% |
| 7D | -1.7% | +8.2% | -9.9% | -3.4% |
| 30D | +4.9% | +4.7% | +0.2% | +3.7% |
| 3M | +24.2% | +13.0% | +11.2% | +20.4% |
| 6M | +23.8% | +4.2% | +19.7% | +22.1% |
| YTD | +23.0% | +18.6% | +4.4% | +17.7% |
| 1Y | +46.2% | +31.3% | +14.9% | +36.6% |
| All | +63.7% | +120.3% | -56.6% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling