+181.8%
ITUB vs ALC
-9.1%
+190.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +1.4% |
| 7D | +1.9% | -1.1% | +3.0% | +2.2% |
| 30D | -22.2% | +16.0% | -38.2% | -25.1% |
| 3M | +2.7% | +0.8% | +1.9% | +2.4% |
| 6M | -3.0% | +16.8% | -19.8% | -7.4% |
| YTD | +7.5% | -5.5% | +13.0% | +8.5% |
| 1Y | +10.5% | -5.3% | +15.7% | +11.3% |
| 3Y | +81.0% | +4.1% | +76.9% | +74.1% |
| All | +181.8% | -9.1% | +190.9% | +180.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling