+208.2%
ITUB vs ALM
+2,589.2%
-2,381.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.6% |
| 7D | +2.2% | -11.8% | +14.0% | +2.7% |
| 30D | +12.6% | +7.8% | +4.8% | +12.1% |
| 3M | +6.4% | -9.3% | +15.7% | +6.4% |
| 6M | +0.6% | -30.5% | +31.1% | +1.1% |
| YTD | +18.8% | +75.8% | -57.0% | +15.9% |
| 1Y | +31.0% | +241.2% | -210.2% | +24.8% |
| 3Y | +118.1% | +1,872.6% | -1,754.5% | +95.5% |
| 5Y | +193.0% | +849.6% | -656.5% | +165.5% |
| All | +208.2% | +2,589.2% | -2,381.1% | +166.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling