+179.9%
ITUB vs ALM
+456.2%
-276.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.1% |
| 7D | +3.7% | -7.2% | +10.9% | +4.1% |
| 30D | -24.9% | -26.4% | +1.4% | -23.6% |
| 3M | +0.8% | -38.6% | +39.4% | +3.4% |
| 6M | -6.6% | -61.0% | +54.4% | -2.3% |
| YTD | +7.8% | -7.4% | +15.2% | +7.8% |
| 1Y | +7.4% | +14.0% | -6.6% | +6.3% |
| 3Y | +78.8% | +844.4% | -765.7% | +59.8% |
| 5Y | +179.9% | +410.8% | -230.9% | +154.3% |
| All | +179.9% | +456.2% | -276.3% | +154.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling