+66.4%
ITUB vs ADVB
-96.8%
+163.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -23.6% | +25.7% | +2.2% |
| 7D | +1.9% | +27.8% | -25.9% | +1.7% |
| 30D | -22.2% | -50.8% | +28.6% | -22.2% |
| 3M | +2.7% | -70.5% | +73.2% | +2.7% |
| 6M | -3.0% | -46.7% | +43.8% | -3.7% |
| YTD | +7.5% | -56.7% | +64.2% | +6.8% |
| 1Y | +10.5% | -71.8% | +82.2% | +10.0% |
| All | +66.4% | -96.8% | +163.3% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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