+782.1%
IBB vs ITUB
+1,920.1%
-1,138.0%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +1.4% | +8.7% | -7.3% | -0.3% |
| 30D | +10.5% | -0.7% | +11.2% | +10.6% |
| 3M | +23.6% | +7.8% | +15.8% | +21.5% |
| 6M | +22.6% | -3.4% | +26.0% | +23.0% |
| YTD | +25.7% | +16.3% | +9.4% | +21.3% |
| 1Y | +51.4% | +29.8% | +21.5% | +42.6% |
| 3Y | +64.4% | +111.1% | -46.7% | +39.0% |
| 5Y | +22.1% | +173.6% | -151.4% | -4.4% |
| 10Y | +132.5% | +193.2% | -60.8% | +66.3% |
| All | +782.1% | +1,920.1% | -1,138.0% | +313.6% |
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