+184.8%
ITUB vs ALM
+3,551.9%
-3,367.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.7% | -5.6% | +2.1% |
| 7D | +1.9% | +1.2% | +0.7% | +1.9% |
| 30D | -22.2% | -19.3% | -2.8% | -22.1% |
| 3M | +2.7% | -40.6% | +43.4% | +2.9% |
| 6M | -3.0% | -57.9% | +55.0% | -2.7% |
| YTD | +7.5% | -6.7% | +14.2% | +7.5% |
| 1Y | +10.5% | +20.2% | -9.7% | +10.3% |
| 3Y | +81.0% | +879.4% | -798.4% | +79.2% |
| 5Y | +181.8% | +415.3% | -233.5% | +179.2% |
| 10Y | +170.2% | +2,100.8% | -1,930.6% | +166.0% |
| All | +184.8% | +3,551.9% | -3,367.1% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling