+1,844.4%
ITUB vs BB
+110.8%
+1,733.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +8.7% | -5.6% | +14.3% | +9.8% |
| 30D | -0.7% | -11.8% | +11.1% | +1.3% |
| 3M | +7.8% | -25.5% | +33.3% | +12.3% |
| 6M | -3.4% | +121.3% | -124.7% | -19.5% |
| YTD | +16.3% | +103.2% | -86.9% | -1.6% |
| 1Y | +29.8% | +102.6% | -72.8% | +9.0% |
| 3Y | +111.1% | +37.5% | +73.6% | +78.7% |
| 5Y | +173.6% | -30.4% | +204.0% | +152.5% |
| 10Y | +193.2% | 0.0% | +193.2% | +96.1% |
| All | +1,844.4% | +110.8% | +1,733.7% | +1,176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling