+95.2%
ITUB vs ALC
+17.1%
+78.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.5% | +3.7% |
| 7D | +1.0% | -7.7% | +8.6% | +3.9% |
| 30D | +10.7% | -11.7% | +22.4% | +15.8% |
| 3M | +10.1% | +0.7% | +9.4% | +9.1% |
| 6M | -0.1% | -17.1% | +17.0% | +6.3% |
| YTD | +18.4% | -15.1% | +33.6% | +24.8% |
| 1Y | +31.3% | -14.1% | +45.4% | +37.0% |
| 3Y | +124.6% | -18.2% | +142.8% | +132.3% |
| 5Y | +192.0% | -19.2% | +211.1% | +199.3% |
| All | +95.2% | +17.1% | +78.2% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling