+196.4%
ITUB vs ALK
-38.6%
+235.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +2.9% |
| 7D | +8.2% | +0.1% | +8.1% | +8.2% |
| 30D | +4.7% | -18.5% | +23.2% | +11.4% |
| 3M | +13.0% | -3.6% | +16.6% | +12.8% |
| 6M | +4.2% | -3.7% | +7.9% | +3.1% |
| YTD | +18.6% | -19.0% | +37.6% | +23.3% |
| 1Y | +31.3% | -36.0% | +67.3% | +46.0% |
| 3Y | +124.9% | +2.3% | +122.5% | +97.9% |
| 5Y | +195.6% | -27.8% | +223.4% | +185.9% |
| 10Y | +196.4% | -39.0% | +235.4% | +139.0% |
| All | +196.4% | -38.6% | +235.0% | +139.0% |
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