+83.5%
ITUB vs ADVB
-88.8%
+172.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.8% | +2.0% |
| 7D | +8.2% | -14.0% | +22.2% | +8.3% |
| 30D | +4.7% | +41.0% | -36.3% | +4.6% |
| 3M | +13.0% | +127.9% | -114.9% | +12.1% |
| 6M | +4.2% | +101.3% | -97.2% | +3.2% |
| YTD | +18.6% | +53.8% | -35.2% | +17.7% |
| 1Y | +31.3% | +4.4% | +26.8% | +30.0% |
| All | +83.5% | -88.8% | +172.3% | +99.1% |
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