+153.4%
ITUB vs BAM
+71.9%
+81.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.4% | +5.4% | +3.1% |
| 7D | +8.2% | -1.6% | +9.8% | +8.8% |
| 30D | +4.7% | -6.0% | +10.7% | +6.5% |
| 3M | +13.0% | +7.3% | +5.7% | +9.6% |
| 6M | +4.2% | +8.2% | -4.0% | +0.9% |
| YTD | +18.6% | -3.8% | +22.4% | +18.8% |
| 1Y | +31.3% | -10.7% | +42.0% | +34.2% |
| 3Y | +124.9% | +55.3% | +69.5% | +84.5% |
| All | +153.4% | +71.9% | +81.6% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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