+32.4%
ITUB vs ALLY
+5.4%
+27.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +3.0% |
| 7D | +8.2% | +1.0% | +7.2% | +7.8% |
| 30D | +4.7% | -3.3% | +8.0% | +5.7% |
| 3M | +13.0% | +0.5% | +12.6% | +12.6% |
| 6M | +4.2% | +12.6% | -8.4% | +1.1% |
| YTD | +18.6% | -4.7% | +23.2% | +18.6% |
| All | +32.4% | +5.4% | +27.0% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling