+203.1%
ITUB vs ALLY
+95.5%
+107.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.4% |
| 7D | +4.9% | -0.7% | +5.5% | +5.1% |
| 30D | -27.2% | +1.1% | -28.4% | -27.5% |
| 3M | -6.1% | -13.2% | +7.1% | -1.2% |
| 6M | -10.7% | -13.5% | +2.8% | -6.0% |
| YTD | +5.5% | -14.3% | +19.8% | +10.9% |
| 1Y | +7.8% | -1.1% | +9.0% | +7.3% |
| 3Y | +75.0% | +62.0% | +13.0% | +37.3% |
| 5Y | +178.6% | -9.6% | +188.2% | +162.1% |
| 10Y | +162.9% | +176.0% | -13.1% | +34.9% |
| All | +203.1% | +95.5% | +107.7% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling