+9.8%
ITUB vs BB
+88.0%
-78.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.0% | -3.7% | +2.8% |
| 7D | -1.6% | -6.8% | +5.2% | -1.2% |
| 30D | -26.6% | -3.5% | -23.1% | -26.5% |
| 3M | -11.1% | -1.2% | -9.8% | -11.2% |
| 6M | -13.1% | +57.0% | -70.1% | -15.6% |
| YTD | +3.9% | +131.1% | -127.3% | -6.3% |
| 1Y | +9.8% | +87.6% | -77.8% | +2.1% |
| All | +9.8% | +88.0% | -78.2% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling