+19.8%
IBB vs ITUB
+186.4%
-166.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.4% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | +2.7% | +2.6% | +0.2% | +2.2% |
| 3M | +21.4% | +8.4% | +12.9% | +19.3% |
| 6M | +20.1% | -0.5% | +20.6% | +19.7% |
| YTD | +21.9% | +15.3% | +6.6% | +18.4% |
| 1Y | +44.1% | +28.7% | +15.4% | +37.2% |
| 3Y | +63.4% | +118.7% | -55.3% | +41.6% |
| 5Y | +19.8% | +182.7% | -162.9% | -1.0% |
| All | +19.8% | +186.4% | -166.6% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling