+67.1%
ITUB vs ADVB
-97.4%
+164.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +2.3% |
| 7D | +5.5% | -1.2% | +6.7% | +5.5% |
| 30D | -25.6% | -61.4% | +35.8% | -25.4% |
| 3M | -4.7% | -67.8% | +63.1% | -4.5% |
| 6M | -8.6% | -66.9% | +58.3% | -9.1% |
| YTD | +7.9% | -64.9% | +72.8% | +7.5% |
| 1Y | +11.2% | -74.8% | +86.0% | +10.9% |
| All | +67.1% | -97.4% | +164.5% | +81.8% |
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