+176.3%
ITUB vs ALLY
+174.3%
+2.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.9% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | -22.2% | +5.2% | -27.4% | -23.6% |
| 3M | +2.7% | -13.3% | +16.0% | +8.1% |
| 6M | -3.0% | -6.7% | +3.7% | -0.7% |
| YTD | +7.5% | -12.8% | +20.3% | +12.2% |
| 1Y | +10.5% | +0.7% | +9.8% | +9.3% |
| 3Y | +81.0% | +65.2% | +15.8% | +41.9% |
| 5Y | +181.8% | -10.1% | +192.0% | +168.8% |
| All | +176.3% | +174.3% | +2.1% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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