+184.2%
ITUB vs BB
-27.9%
+212.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.2% | -2.6% |
| 7D | 0.0% | +1.8% | -1.8% | -0.2% |
| 30D | +2.6% | -12.2% | +14.8% | +3.8% |
| 3M | +8.4% | -12.3% | +20.8% | +9.1% |
| 6M | -0.5% | +122.7% | -123.2% | -10.2% |
| YTD | +15.3% | +104.5% | -89.2% | +5.0% |
| 1Y | +28.7% | +106.7% | -78.0% | +16.5% |
| 3Y | +118.7% | +70.0% | +48.7% | +95.1% |
| All | +184.2% | -27.9% | +212.1% | +187.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling