+162.9%
ITUB vs ALK
-39.7%
+202.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | +4.9% | +12.9% | -8.1% | +0.9% |
| 30D | -27.2% | +5.5% | -32.8% | -28.8% |
| 3M | -6.1% | -12.1% | +6.0% | -3.1% |
| 6M | -10.7% | +1.7% | -12.4% | -13.2% |
| YTD | +5.5% | -17.4% | +22.9% | +8.3% |
| 1Y | +7.8% | -1.9% | +9.8% | +4.1% |
| 3Y | +75.0% | +21.2% | +53.7% | +43.9% |
| 5Y | +178.6% | -27.8% | +206.4% | +168.5% |
| 10Y | +162.9% | -41.0% | +203.9% | +143.2% |
| All | +162.9% | -39.7% | +202.6% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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