+117.6%
ITUB vs ALM
+2,247.5%
-2,129.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.8% | -6.9% | +1.4% |
| 7D | +8.2% | +8.4% | -0.2% | +7.6% |
| 30D | +4.7% | +34.8% | -30.1% | +2.5% |
| 3M | +13.0% | +16.2% | -3.2% | +11.2% |
| 6M | +4.2% | +2.1% | +2.0% | +2.7% |
| YTD | +18.6% | +117.0% | -98.5% | +12.5% |
| 1Y | +31.3% | +313.9% | -282.6% | +20.3% |
| All | +117.6% | +2,247.5% | -2,129.9% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling