+29.8%
ITUB vs ALM
+318.3%
-288.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.7% |
| 7D | +8.7% | -2.6% | +11.3% | +9.0% |
| 30D | -0.7% | +32.0% | -32.7% | -3.9% |
| 3M | +7.8% | -15.0% | +22.8% | +8.4% |
| 6M | -3.4% | -10.1% | +6.7% | -4.5% |
| YTD | +16.3% | +99.4% | -83.2% | +8.9% |
| 1Y | +29.8% | +316.4% | -286.5% | +10.2% |
| All | +29.8% | +318.3% | -288.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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